+19.8%
DDOG vs ZETA
+84.8%
-65.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +2.6% | -17.0% | -15.5% |
| 7D | -32.2% | -5.0% | -27.2% | -30.8% |
| 30D | -31.7% | -3.3% | -28.4% | -30.7% |
| 3M | -34.5% | +31.0% | -65.5% | -40.9% |
| 6M | +28.7% | +72.2% | -43.5% | +5.4% |
| YTD | +38.8% | +56.2% | -17.4% | +12.1% |
| 1Y | +19.8% | +90.3% | -70.5% | -3.2% |
| All | +19.8% | +84.8% | -65.0% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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