+467.1%
DDOG vs ZBRA
+72.3%
+394.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.3% | -1.6% |
| 7D | -10.1% | +1.8% | -11.9% | -11.0% |
| 30D | -24.8% | -1.7% | -23.1% | -24.0% |
| 3M | -12.6% | +47.8% | -60.4% | -30.0% |
| 6M | +79.9% | +56.7% | +23.2% | +37.2% |
| YTD | +56.6% | +49.4% | +7.2% | +21.6% |
| 1Y | +61.6% | +16.5% | +45.0% | +41.7% |
| 3Y | +117.9% | +31.5% | +86.4% | +67.7% |
| 5Y | +54.2% | -38.6% | +92.8% | +77.8% |
| All | +467.1% | +72.3% | +394.7% | +235.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling