+38.6%
DVN vs ZS
-37.1%
+75.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -1.5% |
| 7D | +1.5% | -7.8% | +9.3% | +1.5% |
| 30D | +14.2% | +5.0% | +9.1% | +14.2% |
| 3M | +5.2% | +25.5% | -20.3% | +5.5% |
| 6M | +11.9% | +8.7% | +3.2% | +13.2% |
| YTD | +32.8% | -24.5% | +57.3% | +29.2% |
| 1Y | +38.6% | -36.7% | +75.3% | +42.8% |
| All | +38.6% | -37.1% | +75.7% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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