+499.9%
DDOG vs ZTS
-36.4%
+536.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.3% | +7.5% | +7.3% |
| 7D | +7.7% | -3.8% | +11.4% | +9.3% |
| 30D | -13.6% | -2.0% | -11.6% | -13.2% |
| 3M | -0.9% | -10.2% | +9.3% | +2.5% |
| 6M | +75.2% | -39.4% | +114.6% | +110.1% |
| YTD | +65.7% | -40.8% | +106.5% | +100.8% |
| 1Y | +60.4% | -50.1% | +110.5% | +114.7% |
| 3Y | +130.7% | -58.9% | +189.6% | +237.2% |
| 5Y | +59.9% | -62.4% | +122.2% | +149.2% |
| All | +499.9% | -36.4% | +536.4% | +628.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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