+94.9%
DDOG vs ZETA
+306.8%
-211.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.4% |
| 7D | +2.9% | +18.1% | -15.3% | -2.6% |
| 30D | -31.6% | +13.6% | -45.2% | -34.3% |
| 3M | -27.0% | +23.7% | -50.7% | -31.9% |
| 6M | -10.3% | +128.5% | -138.8% | -30.9% |
| YTD | +35.4% | +80.1% | -44.7% | +11.0% |
| 1Y | -1.0% | +98.0% | -99.0% | -21.3% |
| 3Y | +76.7% | +348.6% | -271.9% | -18.2% |
| 5Y | -4.6% | +286.6% | -291.2% | -57.7% |
| All | +94.9% | +306.8% | -211.9% | -16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling