+9.5%
DVN vs ZCMD
-100.0%
+109.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.1% | +7.5% | +0.5% |
| 7D | +4.5% | -5.4% | +9.9% | +4.5% |
| 30D | +12.0% | -24.8% | +36.8% | +12.1% |
| 3M | +13.4% | -62.8% | +76.2% | +12.9% |
| 6M | +12.1% | -99.5% | +111.6% | +13.8% |
| YTD | +38.8% | -99.8% | +138.6% | +41.8% |
| 1Y | +46.0% | -99.9% | +145.9% | +50.2% |
| 3Y | +9.5% | -100.0% | +109.5% | +12.8% |
| All | +9.5% | -100.0% | +109.5% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling