+123.5%
DVN vs ZS
+498.3%
-374.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | +4.5% | -3.1% | +7.6% | +4.9% |
| 30D | +12.0% | -7.2% | +19.2% | +12.7% |
| 3M | +13.4% | +30.5% | -17.1% | +9.5% |
| 6M | +12.1% | +7.0% | +5.1% | +9.2% |
| YTD | +38.8% | -26.8% | +65.7% | +40.9% |
| 1Y | +46.0% | -42.6% | +88.6% | +52.4% |
| 3Y | +9.5% | -0.3% | +9.8% | +4.9% |
| 5Y | +125.3% | -39.2% | +164.5% | +117.4% |
| All | +123.5% | +498.3% | -374.8% | +41.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling