+64.3%
DDOG vs ZBRA
-40.8%
+105.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.2% | +9.3% | +8.3% |
| 7D | +7.7% | -1.8% | +9.5% | +8.5% |
| 30D | -13.6% | -8.8% | -4.8% | -9.6% |
| 3M | -0.9% | +47.2% | -48.1% | -20.8% |
| 6M | +75.2% | +61.3% | +13.9% | +30.8% |
| YTD | +65.7% | +42.0% | +23.6% | +31.4% |
| 1Y | +60.4% | +10.5% | +49.9% | +44.9% |
| 3Y | +130.7% | +34.5% | +96.2% | +70.2% |
| All | +64.3% | -40.8% | +105.0% | +135.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling