-11.0%
DVN vs EMB
+132.1%
-143.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | +14.2% | -0.3% | +14.5% | +14.4% |
| 3M | +5.2% | -0.4% | +5.7% | +5.3% |
| 6M | +11.9% | +0.1% | +11.8% | +10.5% |
| YTD | +32.8% | +1.6% | +31.2% | +28.9% |
| 1Y | +38.6% | +5.6% | +33.0% | +28.3% |
| 3Y | +0.5% | +29.8% | -29.3% | -27.1% |
| 5Y | +111.0% | +7.3% | +103.8% | +92.3% |
| 10Y | +56.1% | +30.4% | +25.7% | +24.9% |
| All | -11.0% | +132.1% | -143.1% | -49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling