+315.6%
DDOG vs ZCMD
-100.0%
+415.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.1% | -0.1% |
| 7D | +2.9% | -7.7% | +10.6% | +2.9% |
| 30D | -31.6% | -34.8% | +3.2% | -31.5% |
| 3M | -27.0% | -56.3% | +29.3% | -26.8% |
| 6M | -10.3% | -99.7% | +89.4% | -4.9% |
| YTD | +35.4% | -99.9% | +135.3% | +47.2% |
| 1Y | -1.0% | -99.9% | +98.9% | +9.0% |
| 3Y | +76.7% | -100.0% | +176.6% | +116.5% |
| 5Y | -4.6% | -100.0% | +95.4% | +22.7% |
| All | +315.6% | -100.0% | +415.6% | +514.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling