+38.6%
DVN vs EMR
+19.4%
+19.1%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.1% |
| 7D | +1.5% | -1.5% | +3.0% | +1.2% |
| 30D | +14.2% | -5.6% | +19.8% | +12.8% |
| 3M | +5.2% | +7.9% | -2.7% | +7.3% |
| 6M | +11.9% | +6.0% | +5.9% | +16.3% |
| YTD | +32.8% | +16.4% | +16.4% | +37.2% |
| 1Y | +38.6% | +16.6% | +22.0% | +42.1% |
| All | +38.6% | +19.4% | +19.1% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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