+885.1%
DVN vs EME
+60,670.1%
-59,785.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.4% |
| 7D | +2.5% | +0.9% | +1.6% | +2.1% |
| 30D | +10.2% | -8.4% | +18.6% | +13.5% |
| 3M | +8.1% | -3.6% | +11.7% | +7.4% |
| 6M | +15.9% | +3.6% | +12.3% | +10.6% |
| YTD | +38.2% | +22.5% | +15.7% | +22.8% |
| 1Y | +44.5% | +18.2% | +26.3% | +27.7% |
| 3Y | +5.1% | +238.4% | -233.2% | -41.2% |
| 5Y | +124.3% | +550.5% | -426.2% | -4.0% |
| 10Y | +65.9% | +1,295.3% | -1,229.4% | -43.8% |
| All | +885.1% | +60,670.1% | -59,785.0% | +117.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling