+46.0%
DVN vs ZETA
+60.9%
-14.8%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +0.4% |
| 7D | +4.5% | -3.7% | +8.2% | +4.4% |
| 30D | +12.0% | +5.7% | +6.3% | +12.3% |
| 3M | +13.4% | +50.4% | -37.0% | +15.4% |
| 6M | +12.1% | +65.5% | -53.4% | +15.2% |
| YTD | +38.8% | +48.3% | -9.5% | +42.7% |
| 1Y | +46.0% | +45.4% | +0.7% | +52.0% |
| All | +46.0% | +60.9% | -14.8% | +52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling