+121.5%
DVN vs ZETA
+235.0%
-113.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +0.5% |
| 7D | +4.5% | -3.7% | +8.2% | +4.8% |
| 30D | +12.0% | +5.7% | +6.3% | +11.3% |
| 3M | +13.4% | +50.4% | -37.0% | +8.9% |
| 6M | +12.1% | +65.5% | -53.4% | +6.1% |
| YTD | +38.8% | +48.3% | -9.5% | +32.1% |
| 1Y | +46.0% | +45.4% | +0.7% | +38.4% |
| 3Y | +9.5% | +270.8% | -261.3% | -14.6% |
| 5Y | +125.3% | +336.1% | -210.9% | +57.9% |
| All | +121.5% | +235.0% | -113.5% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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