+120.5%
DVN vs EMB
+7.1%
+113.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +8.0% | -0.3% | +8.3% | +8.1% |
| 3M | +11.9% | -0.3% | +12.2% | +11.9% |
| 6M | +10.6% | +0.7% | +9.9% | +9.4% |
| YTD | +35.4% | +1.3% | +34.1% | +33.2% |
| 1Y | +46.5% | +4.7% | +41.8% | +40.2% |
| 3Y | +3.0% | +30.1% | -27.1% | -15.9% |
| 5Y | +120.5% | +6.9% | +113.7% | +92.9% |
| All | +120.5% | +7.1% | +113.4% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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