+489.1%
DDOG vs ZS
+215.5%
+273.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.9% | -0.6% |
| 7D | +3.9% | -3.1% | +7.0% | +5.9% |
| 30D | -8.2% | -7.2% | -1.0% | -4.1% |
| 3M | -5.6% | +30.5% | -36.0% | -20.2% |
| 6M | +73.5% | +7.0% | +66.5% | +56.3% |
| YTD | +62.7% | -26.8% | +89.5% | +85.5% |
| 1Y | +59.0% | -42.6% | +101.6% | +108.5% |
| 3Y | +117.1% | -0.3% | +117.4% | +91.0% |
| 5Y | +61.3% | -39.2% | +100.5% | +80.9% |
| All | +489.1% | +215.5% | +273.7% | +152.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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