+45.0%
EEM vs DVN
+120.4%
-75.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.8% | +1.2% |
| 7D | -1.3% | +4.5% | -5.8% | -1.8% |
| 30D | +2.1% | +12.0% | -9.9% | +0.6% |
| 3M | +1.0% | +13.4% | -12.4% | -0.7% |
| 6M | +15.9% | +12.1% | +3.8% | +13.3% |
| YTD | +24.6% | +38.8% | -14.2% | +17.5% |
| 1Y | +32.3% | +46.0% | -13.8% | +23.4% |
| 3Y | +85.9% | +9.5% | +76.4% | +78.0% |
| All | +45.0% | +120.4% | -75.4% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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