+118.6%
DVN vs ZBRA
-40.4%
+159.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | 0.0% |
| 7D | +4.5% | -3.4% | +7.9% | +5.4% |
| 30D | +12.0% | -7.4% | +19.4% | +13.9% |
| 3M | +13.4% | +57.5% | -44.1% | -1.2% |
| 6M | +12.1% | +64.0% | -51.9% | -4.7% |
| YTD | +38.8% | +44.3% | -5.5% | +21.7% |
| 1Y | +46.0% | +10.9% | +35.2% | +38.9% |
| 3Y | +9.5% | +37.5% | -28.0% | -7.2% |
| All | +118.6% | -40.4% | +159.0% | +170.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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