+9.5%
DVN vs EME
+252.2%
-242.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | -0.1% |
| 7D | +4.5% | +3.5% | +1.0% | +4.1% |
| 30D | +12.0% | -6.3% | +18.3% | +12.7% |
| 3M | +13.4% | -3.8% | +17.2% | +13.7% |
| 6M | +12.1% | +8.5% | +3.6% | +9.4% |
| YTD | +38.8% | +27.8% | +11.0% | +30.4% |
| 1Y | +46.0% | +22.2% | +23.8% | +36.4% |
| 3Y | +9.5% | +253.5% | -244.0% | -18.2% |
| All | +9.5% | +252.2% | -242.7% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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