+43.0%
DVN vs Z
+7.8%
+35.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.2% |
| 7D | +10.4% | +0.8% | +9.5% | +10.1% |
| 30D | -6.7% | +5.2% | -11.9% | -8.2% |
| 3M | +5.6% | -17.0% | +22.7% | +7.7% |
| 6M | +0.7% | -22.7% | +23.3% | +3.3% |
| YTD | +29.6% | -56.3% | +85.9% | +45.9% |
| 1Y | +36.3% | -57.7% | +94.0% | +54.1% |
| 3Y | +13.2% | -16.5% | +29.7% | +7.4% |
| 5Y | +38.6% | -53.4% | +92.0% | +40.4% |
| 10Y | +60.9% | -15.9% | +76.8% | +13.4% |
| All | +43.0% | +7.8% | +35.2% | -7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling