+59.0%
DDOG vs ZCMD
-99.9%
+158.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.1% | +6.8% | -0.4% |
| 7D | +3.9% | -5.4% | +9.3% | +3.8% |
| 30D | -8.2% | -24.8% | +16.6% | -8.6% |
| 3M | -5.6% | -62.8% | +57.2% | -3.7% |
| 6M | +73.5% | -99.5% | +173.0% | +61.6% |
| YTD | +62.7% | -99.8% | +162.4% | +54.3% |
| 1Y | +59.0% | -99.9% | +158.9% | +53.8% |
| All | +59.0% | -99.9% | +158.9% | +53.8% |
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