+489.1%
DDOG vs ZBRA
+66.4%
+422.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.1% | -1.2% |
| 7D | +3.9% | -3.4% | +7.3% | +5.6% |
| 30D | -8.2% | -7.4% | -0.8% | -4.6% |
| 3M | -5.6% | +57.5% | -63.1% | -26.8% |
| 6M | +73.5% | +64.0% | +9.5% | +29.0% |
| YTD | +62.7% | +44.3% | +18.4% | +28.4% |
| 1Y | +59.0% | +10.9% | +48.1% | +43.0% |
| 3Y | +117.1% | +37.5% | +79.6% | +61.8% |
| 5Y | +61.3% | -39.7% | +100.9% | +87.5% |
| All | +489.1% | +66.4% | +422.7% | +254.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling