+121.1%
DDOG vs ZCMD
-100.0%
+221.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.0% | +3.1% | +7.2% |
| 7D | +7.7% | -4.1% | +11.8% | +7.6% |
| 30D | -13.6% | -22.7% | +9.1% | -13.9% |
| 3M | -0.9% | -62.5% | +61.6% | +0.7% |
| 6M | +75.2% | -99.5% | +174.7% | +71.0% |
| YTD | +65.7% | -99.7% | +165.4% | +62.0% |
| 1Y | +60.4% | -99.9% | +160.3% | +56.7% |
| All | +121.1% | -100.0% | +221.1% | +98.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling