+138.4%
DDOG vs ZETA
+237.6%
-99.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.2% | +8.4% | +7.5% |
| 7D | +7.7% | -0.1% | +7.7% | +7.6% |
| 30D | -13.6% | +10.5% | -24.1% | -16.4% |
| 3M | -0.9% | +44.3% | -45.2% | -12.0% |
| 6M | +75.2% | +59.4% | +15.8% | +50.7% |
| YTD | +65.7% | +49.5% | +16.2% | +44.1% |
| 1Y | +60.4% | +62.7% | -2.3% | +33.7% |
| 3Y | +130.7% | +274.6% | -144.0% | +13.1% |
| 5Y | +59.9% | +349.3% | -289.5% | -27.2% |
| All | +138.4% | +237.6% | -99.2% | +8.3% |
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