+79.2%
DDOG vs ZETA
+280.5%
-201.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.2% | -0.7% |
| 7D | -16.9% | +6.2% | -23.1% | -18.1% |
| 30D | -38.8% | -2.0% | -36.7% | -38.4% |
| 3M | -23.2% | +21.7% | -44.9% | -26.4% |
| 6M | -10.3% | +89.1% | -99.4% | -21.3% |
| YTD | +32.1% | +59.3% | -27.2% | +18.5% |
| 1Y | -6.1% | +66.2% | -72.2% | -16.4% |
| 3Y | +79.2% | +297.3% | -218.1% | +27.0% |
| All | +79.2% | +280.5% | -201.3% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling