+50.6%
DDOG vs ZTS
-62.4%
+113.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -0.3% |
| 7D | -6.1% | -4.8% | -1.3% | -4.6% |
| 30D | -10.1% | +1.2% | -11.4% | -10.6% |
| 3M | -9.3% | -6.0% | -3.2% | -8.3% |
| 6M | +67.2% | -38.7% | +105.9% | +95.9% |
| YTD | +54.6% | -40.6% | +95.2% | +84.1% |
| 1Y | +54.1% | -50.6% | +104.7% | +105.7% |
| 3Y | +115.3% | -58.7% | +174.0% | +212.5% |
| 5Y | +50.6% | -62.8% | +113.5% | +176.7% |
| All | +50.6% | -62.4% | +113.0% | +176.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling