+113.4%
DVN vs ZETA
+241.7%
-128.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.9% |
| 7D | -1.3% | -2.4% | +1.1% | -1.2% |
| 30D | +12.6% | +15.6% | -3.0% | +11.1% |
| 3M | +8.1% | +41.5% | -33.4% | +4.4% |
| 6M | +10.2% | +63.4% | -53.3% | +4.5% |
| YTD | +33.8% | +51.3% | -17.5% | +27.1% |
| 1Y | +43.9% | +65.8% | -21.9% | +34.5% |
| 3Y | +1.7% | +279.2% | -277.4% | -20.8% |
| 5Y | +119.6% | +341.8% | -222.1% | +53.9% |
| All | +113.4% | +241.7% | -128.3% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling