+467.1%
DDOG vs ZS
+225.5%
+241.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | +1.9% |
| 7D | -10.1% | -7.8% | -2.3% | -5.5% |
| 30D | -24.8% | +5.0% | -29.8% | -27.2% |
| 3M | -12.6% | +25.5% | -38.1% | -24.4% |
| 6M | +79.9% | +8.7% | +71.2% | +60.5% |
| YTD | +56.6% | -24.5% | +81.1% | +75.2% |
| 1Y | +61.6% | -36.7% | +98.3% | +99.4% |
| 3Y | +117.9% | +7.2% | +110.7% | +83.0% |
| 5Y | +54.2% | -40.9% | +95.1% | +74.7% |
| All | +467.1% | +225.5% | +241.5% | +138.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling