+467.1%
DDOG vs ZTS
-34.3%
+501.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.6% |
| 7D | -10.1% | -2.0% | -8.2% | -9.4% |
| 30D | -24.8% | +1.9% | -26.7% | -26.0% |
| 3M | -12.6% | -4.0% | -8.6% | -12.2% |
| 6M | +79.9% | -39.1% | +119.1% | +116.6% |
| YTD | +56.6% | -38.8% | +95.4% | +87.3% |
| 1Y | +61.6% | -49.6% | +111.1% | +116.6% |
| 3Y | +117.9% | -59.0% | +176.9% | +223.2% |
| 5Y | +54.2% | -61.8% | +116.0% | +139.7% |
| All | +467.1% | -34.3% | +501.3% | +579.4% |
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