+39.0%
DVN vs EMR
+25.6%
+13.4%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.4% | -9.8% | -6.7% |
| 7D | -13.9% | +1.6% | -15.6% | -13.5% |
| 30D | -8.0% | +5.0% | -13.0% | -6.8% |
| 3M | +0.8% | +7.7% | -6.9% | +3.0% |
| 6M | -12.8% | +26.8% | -39.5% | -7.0% |
| YTD | +22.7% | +29.9% | -7.1% | +32.6% |
| 1Y | +39.0% | +25.7% | +13.3% | +50.6% |
| All | +39.0% | +25.6% | +13.4% | +50.6% |
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