-4.4%
DDOG vs ZS
-44.3%
+39.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | +5.6% | -5.2% | +10.9% | +9.3% |
| 30D | -34.9% | -15.5% | -19.4% | -27.1% |
| 3M | -23.4% | +9.0% | -32.4% | -29.0% |
| 6M | -7.7% | +32.2% | -39.9% | -30.4% |
| YTD | +35.6% | -14.1% | +49.7% | +38.0% |
| 1Y | -3.4% | -39.1% | +35.7% | +23.0% |
| 3Y | +78.0% | +10.4% | +67.6% | +38.4% |
| 5Y | -4.4% | -44.6% | +40.2% | +11.3% |
| All | -4.4% | -44.3% | +39.8% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling