+56.4%
DDOG vs ZYBT
-58.9%
+115.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.2% |
| 7D | +3.9% | -3.7% | +7.6% | +3.9% |
| 30D | -8.2% | 0.0% | -8.2% | -8.2% |
| 3M | -5.6% | +72.2% | -77.8% | -7.2% |
| 6M | +73.5% | +103.1% | -29.6% | +68.3% |
| YTD | +62.7% | +34.8% | +27.9% | +59.1% |
| 1Y | +59.0% | -83.2% | +142.1% | +60.8% |
| All | +56.4% | -58.9% | +115.3% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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