+9.5%
DVN vs ZBH
-20.7%
+30.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | +4.5% | -4.7% | +9.2% | +5.2% |
| 30D | +12.0% | -4.5% | +16.5% | +12.6% |
| 3M | +13.4% | +7.6% | +5.8% | +11.8% |
| 6M | +12.1% | +0.3% | +11.8% | +11.5% |
| YTD | +38.8% | +4.5% | +34.3% | +36.7% |
| 1Y | +46.0% | -9.4% | +55.4% | +47.8% |
| 3Y | +9.5% | -21.5% | +31.0% | +13.2% |
| All | +9.5% | -20.7% | +30.2% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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