+125.3%
DDOG vs ZETA
+247.9%
-122.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | +0.4% |
| 7D | -10.1% | +2.7% | -12.8% | -10.9% |
| 30D | -24.8% | +15.8% | -40.6% | -28.0% |
| 3M | -12.6% | +35.4% | -48.0% | -20.9% |
| 6M | +79.9% | +67.1% | +12.8% | +52.6% |
| YTD | +56.6% | +54.1% | +2.5% | +35.0% |
| 1Y | +61.6% | +67.8% | -6.2% | +33.5% |
| 3Y | +117.9% | +311.4% | -193.5% | +3.1% |
| 5Y | +54.2% | +324.8% | -270.6% | -30.2% |
| All | +125.3% | +247.9% | -122.6% | +1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling