+39.0%
DVN vs Z
-54.2%
+93.2%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +9.4% | -16.8% | -5.7% |
| 7D | -13.9% | +10.2% | -24.1% | -12.2% |
| 30D | -8.0% | +23.7% | -31.7% | -4.5% |
| 3M | +0.8% | -6.6% | +7.4% | +0.7% |
| 6M | -12.8% | -23.0% | +10.3% | -14.2% |
| YTD | +22.7% | -50.3% | +73.0% | +18.6% |
| 1Y | +39.0% | -53.6% | +92.6% | +36.6% |
| All | +39.0% | -54.2% | +93.2% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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