+467.1%
DDOG vs Z
+11.1%
+455.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | 0.0% |
| 7D | -10.1% | -3.0% | -7.1% | -9.1% |
| 30D | -24.8% | -4.2% | -20.6% | -23.5% |
| 3M | -12.6% | -3.7% | -8.9% | -11.7% |
| 6M | +79.9% | -24.5% | +104.5% | +98.1% |
| YTD | +56.6% | -49.3% | +105.9% | +100.5% |
| 1Y | +61.6% | -58.7% | +120.3% | +121.3% |
| 3Y | +117.9% | -34.1% | +152.0% | +130.5% |
| 5Y | +54.2% | -64.5% | +118.8% | +84.0% |
| All | +467.1% | +11.1% | +455.9% | +285.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling