+851.2%
EEM vs DVN
+246.5%
+604.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.9% |
| 7D | +2.0% | -0.1% | +2.1% | +2.0% |
| 30D | +5.1% | +8.0% | -2.9% | +2.5% |
| 3M | +4.6% | +11.9% | -7.3% | +0.1% |
| 6M | +17.8% | +10.6% | +7.1% | +11.9% |
| YTD | +25.8% | +35.4% | -9.6% | +11.7% |
| 1Y | +36.4% | +46.5% | -10.1% | +17.4% |
| 3Y | +90.0% | +3.0% | +87.0% | +76.9% |
| 5Y | +46.6% | +120.5% | -74.0% | -3.4% |
| 10Y | +132.3% | +62.5% | +69.8% | +33.6% |
| All | +851.2% | +246.5% | +604.7% | +361.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling