+283.9%
DVN vs ZCMD
-100.0%
+383.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.0% | -2.8% | +1.1% |
| 7D | -0.1% | -4.1% | +4.0% | 0.0% |
| 30D | +8.0% | -22.7% | +30.7% | +8.3% |
| 3M | +11.9% | -62.5% | +74.4% | +10.5% |
| 6M | +10.6% | -99.5% | +110.1% | +18.0% |
| YTD | +35.4% | -99.7% | +135.1% | +47.4% |
| 1Y | +46.5% | -99.9% | +146.4% | +63.6% |
| 3Y | +3.0% | -100.0% | +102.9% | +24.7% |
| 5Y | +120.5% | -100.0% | +220.5% | +168.1% |
| All | +283.9% | -100.0% | +383.9% | +689.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling