+6.8%
DVN vs Z
-37.2%
+44.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.2% |
| 7D | -0.1% | -7.1% | +7.0% | +0.3% |
| 30D | +8.0% | -4.8% | +12.8% | +8.1% |
| 3M | +11.9% | -9.3% | +21.3% | +12.4% |
| 6M | +10.6% | -29.0% | +39.6% | +13.0% |
| YTD | +35.4% | -52.9% | +88.3% | +44.4% |
| 1Y | +46.5% | -63.1% | +109.6% | +61.4% |
| All | +6.8% | -37.2% | +44.0% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling