+19.8%
DDOG vs ZBRA
+25.3%
-5.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +0.9% | -15.3% | -14.6% |
| 7D | -32.2% | -13.6% | -18.6% | -29.9% |
| 30D | -31.7% | -11.5% | -20.2% | -29.7% |
| 3M | -34.5% | -9.9% | -24.6% | -32.7% |
| 6M | +28.7% | +48.6% | -19.9% | +21.9% |
| YTD | +38.8% | +36.9% | +1.9% | +35.8% |
| 1Y | +19.8% | +27.7% | -7.9% | +16.0% |
| All | +19.8% | +25.3% | -5.5% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 1y: compounded portfolio wealth divided by compounded ZBRA 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…
1y analysis · Full analysis span regression · 6 months rolling