+124.3%
DVN vs ZTS
-62.7%
+187.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.3% |
| 7D | +2.5% | -4.5% | +7.0% | +3.5% |
| 30D | +10.2% | -3.3% | +13.5% | +10.8% |
| 3M | +8.1% | -9.7% | +17.8% | +10.2% |
| 6M | +15.9% | -38.8% | +54.7% | +28.3% |
| YTD | +38.2% | -41.2% | +79.4% | +54.7% |
| 1Y | +44.5% | -50.3% | +94.8% | +68.8% |
| 3Y | +5.1% | -59.1% | +64.3% | +27.4% |
| 5Y | +124.3% | -62.8% | +187.1% | +170.0% |
| All | +124.3% | -62.7% | +187.0% | +170.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling