+293.7%
DVN vs ZCMD
-100.0%
+393.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.0% | +7.5% | +0.5% |
| 7D | +4.5% | -5.4% | +9.9% | +4.6% |
| 30D | +12.0% | -24.8% | +36.7% | +12.4% |
| 3M | +13.4% | -62.8% | +76.2% | +11.8% |
| 6M | +12.1% | -99.5% | +111.6% | +20.0% |
| YTD | +38.8% | -99.8% | +138.6% | +51.3% |
| 1Y | +46.0% | -99.9% | +145.9% | +63.4% |
| 3Y | +9.5% | -100.0% | +109.5% | +32.8% |
| 5Y | +125.3% | -100.0% | +225.3% | +174.3% |
| All | +293.7% | -100.0% | +393.6% | +710.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 10y: compounded portfolio wealth divided by compounded ZCMD 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…
10y analysis · Full analysis span regression · 6 months rolling