+9.5%
DVN vs ZS
+1.4%
+8.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | +4.5% | -3.1% | +7.6% | +4.8% |
| 30D | +12.0% | -7.2% | +19.2% | +12.6% |
| 3M | +13.4% | +30.5% | -17.1% | +9.8% |
| 6M | +12.1% | +7.0% | +5.1% | +9.5% |
| YTD | +38.8% | -26.8% | +65.7% | +43.1% |
| 1Y | +46.0% | -42.6% | +88.6% | +56.7% |
| 3Y | +9.5% | -0.3% | +9.8% | +1.6% |
| All | +9.5% | +1.4% | +8.1% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling