+391.2%
DDOG vs ZTS
-27.6%
+418.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | -0.1% |
| 7D | +5.6% | +1.0% | +4.6% | +5.2% |
| 30D | -34.9% | +12.4% | -47.3% | -38.6% |
| 3M | -23.4% | +13.6% | -37.0% | -28.4% |
| 6M | -7.7% | +9.3% | -17.1% | -13.5% |
| YTD | +35.6% | -32.6% | +68.2% | +54.2% |
| 1Y | -3.4% | -30.0% | +26.7% | +6.8% |
| 3Y | +78.0% | -48.7% | +126.7% | +126.8% |
| 5Y | -4.4% | -59.3% | +54.9% | +44.1% |
| All | +391.2% | -27.6% | +418.8% | +459.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling