+380.5%
DDOG vs ZCMD
-100.0%
+480.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.9% | -0.8% |
| 7D | -10.1% | -8.0% | -2.1% | -10.1% |
| 30D | -24.8% | -27.9% | +3.1% | -24.7% |
| 3M | -12.6% | -74.6% | +62.0% | -12.0% |
| 6M | +79.9% | -99.5% | +179.4% | +90.0% |
| YTD | +56.6% | -99.7% | +156.3% | +69.8% |
| 1Y | +61.6% | -99.9% | +161.5% | +79.5% |
| 3Y | +117.9% | -100.0% | +217.9% | +171.1% |
| 5Y | +54.2% | -100.0% | +154.2% | +95.3% |
| All | +380.5% | -100.0% | +480.5% | +609.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling