+115.3%
DDOG vs ZETA
+281.1%
-165.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.9% |
| 7D | -6.1% | -2.4% | -3.6% | -5.6% |
| 30D | -10.1% | +15.6% | -25.7% | -13.1% |
| 3M | -9.3% | +41.5% | -50.8% | -16.4% |
| 6M | +67.2% | +63.4% | +3.8% | +49.5% |
| YTD | +54.6% | +51.3% | +3.3% | +39.4% |
| 1Y | +54.1% | +65.8% | -11.7% | +35.8% |
| 3Y | +115.3% | +279.2% | -163.9% | +20.5% |
| All | +115.3% | +281.1% | -165.8% | +20.5% |
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