+124.3%
DVN vs Z
-66.6%
+190.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.8% | +4.9% | +2.4% |
| 7D | +2.5% | -11.6% | +14.1% | +3.7% |
| 30D | +10.2% | -8.5% | +18.6% | +10.9% |
| 3M | +8.1% | -7.9% | +16.0% | +8.4% |
| 6M | +15.9% | -29.1% | +45.0% | +19.1% |
| YTD | +38.2% | -54.2% | +92.4% | +49.3% |
| 1Y | +44.5% | -63.5% | +108.0% | +60.5% |
| 3Y | +5.1% | -38.6% | +43.8% | +7.2% |
| 5Y | +124.3% | -66.0% | +190.3% | +115.8% |
| All | +124.3% | -66.6% | +190.9% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling