+1,180.8%
DVN vs EMR
+4,021.7%
-2,840.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.0% |
| 7D | -1.3% | +3.1% | -4.4% | -3.1% |
| 30D | +12.6% | -3.5% | +16.1% | +14.6% |
| 3M | +8.1% | +9.8% | -1.6% | +0.3% |
| 6M | +10.2% | +10.8% | -0.6% | -1.0% |
| YTD | +33.8% | +15.9% | +17.8% | +15.8% |
| 1Y | +43.9% | +16.4% | +27.5% | +23.1% |
| 3Y | +1.7% | +62.1% | -60.4% | -30.7% |
| 5Y | +119.6% | +62.9% | +56.7% | +49.1% |
| 10Y | +53.7% | +267.8% | -214.0% | -26.7% |
| All | +1,180.8% | +4,021.7% | -2,840.9% | +267.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling