+59.4%
DDOG vs ZS
-42.5%
+101.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.7% |
| 7D | +3.2% | -8.1% | +11.3% | +8.3% |
| 30D | -10.2% | -8.4% | -1.7% | -5.6% |
| 3M | -2.6% | +31.1% | -33.7% | -17.0% |
| 6M | +80.1% | +4.4% | +75.8% | +56.1% |
| YTD | +63.0% | -27.3% | +90.4% | +77.3% |
| 1Y | +59.4% | -41.4% | +100.7% | +84.7% |
| All | +59.4% | -42.5% | +101.9% | +84.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling