+39.0%
DVN vs SW
+29.5%
+9.5%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +4.1% | -11.4% | -6.5% |
| 7D | -13.9% | +12.1% | -26.0% | -12.0% |
| 30D | -8.0% | +6.6% | -14.6% | -6.8% |
| 3M | +0.8% | -6.0% | +6.8% | +0.2% |
| 6M | -12.8% | +21.5% | -34.2% | -10.8% |
| YTD | +22.7% | +20.3% | +2.4% | +22.8% |
| 1Y | +39.0% | +28.1% | +10.9% | +36.8% |
| All | +39.0% | +29.5% | +9.5% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling