+19.8%
DDOG vs ZCMD
-99.9%
+119.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -3.0% | -11.4% | -14.5% |
| 7D | -32.2% | -13.3% | -18.9% | -32.4% |
| 30D | -31.7% | -49.6% | +17.9% | -32.5% |
| 3M | -34.5% | -54.6% | +20.1% | -35.3% |
| 6M | +28.7% | -99.8% | +128.4% | +20.3% |
| YTD | +38.8% | -99.9% | +138.6% | +30.7% |
| 1Y | +19.8% | -99.9% | +119.7% | +16.5% |
| All | +19.8% | -99.9% | +119.7% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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