+67.3%
DVN vs EMR
+284.0%
-216.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -1.7% |
| 7D | +4.5% | -0.4% | +4.9% | +4.8% |
| 30D | +12.0% | -6.8% | +18.7% | +18.1% |
| 3M | +13.4% | +7.5% | +5.9% | +3.8% |
| 6M | +12.1% | +9.9% | +2.3% | -4.1% |
| YTD | +38.8% | +16.0% | +22.9% | +10.4% |
| 1Y | +46.0% | +12.4% | +33.6% | +17.6% |
| 3Y | +9.5% | +60.2% | -50.8% | -42.6% |
| 5Y | +125.3% | +67.9% | +57.4% | +9.0% |
| All | +67.3% | +284.0% | -216.7% | -59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling