+67.3%
DVN vs ZTS
+58.7%
+8.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +4.5% | -3.7% | +8.3% | +5.9% |
| 30D | +12.0% | -0.8% | +12.7% | +11.9% |
| 3M | +13.4% | -9.7% | +23.1% | +17.0% |
| 6M | +12.1% | -38.4% | +50.5% | +31.1% |
| YTD | +38.8% | -41.1% | +79.9% | +65.2% |
| 1Y | +46.0% | -50.6% | +96.7% | +85.7% |
| 3Y | +9.5% | -59.1% | +68.6% | +47.1% |
| 5Y | +125.3% | -62.7% | +188.0% | +208.0% |
| All | +67.3% | +58.7% | +8.6% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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