+39.0%
DVN vs ZM
+8.0%
+31.0%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | 0.0% | -7.3% | -7.3% |
| 7D | -13.9% | -8.4% | -5.5% | -13.8% |
| 30D | -8.0% | -1.9% | -6.1% | -8.0% |
| 3M | +0.8% | -10.1% | +10.9% | +1.0% |
| 6M | -12.8% | -13.9% | +1.1% | -12.2% |
| YTD | +22.7% | +6.4% | +16.3% | +26.0% |
| 1Y | +39.0% | +9.6% | +29.4% | +42.8% |
| All | +39.0% | +8.0% | +31.0% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 1y: compounded portfolio wealth divided by compounded ZM 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…
1y analysis · Full analysis span regression · 6 months rolling