+124.3%
DVN vs EMR
+62.1%
+62.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.7% |
| 7D | +2.5% | -1.2% | +3.7% | +3.0% |
| 30D | +10.2% | -9.4% | +19.6% | +15.0% |
| 3M | +8.1% | +8.6% | -0.5% | +2.3% |
| 6M | +15.9% | +6.7% | +9.2% | +8.1% |
| YTD | +38.2% | +13.1% | +25.2% | +22.7% |
| 1Y | +44.5% | +12.7% | +31.7% | +27.1% |
| 3Y | +5.1% | +58.1% | -52.9% | -30.1% |
| 5Y | +124.3% | +63.6% | +60.7% | +45.3% |
| All | +124.3% | +62.1% | +62.2% | +45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling