+124.3%
DVN vs ZETA
+352.7%
-228.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.7% | +2.1% |
| 7D | +2.5% | -6.5% | +9.0% | +3.1% |
| 30D | +10.2% | +4.8% | +5.3% | +9.7% |
| 3M | +8.1% | +53.3% | -45.2% | +3.9% |
| 6M | +15.9% | +66.8% | -50.9% | +10.0% |
| YTD | +38.2% | +50.2% | -11.9% | +31.7% |
| 1Y | +44.5% | +62.0% | -17.6% | +35.7% |
| 3Y | +5.1% | +276.4% | -271.2% | -17.3% |
| 5Y | +124.3% | +341.6% | -217.3% | +60.7% |
| All | +124.3% | +352.7% | -228.4% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling