+31.1%
DVN vs SW
+25.9%
+5.2%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.3% | +3.4% |
| 7D | +1.9% | -2.6% | +4.4% | +1.4% |
| 30D | -8.2% | +7.2% | -15.4% | -6.8% |
| 3M | -0.3% | -10.5% | +10.1% | -1.9% |
| 6M | -2.5% | +9.9% | -12.4% | -0.5% |
| YTD | +25.0% | +17.2% | +7.8% | +24.4% |
| 1Y | +31.1% | +26.5% | +4.6% | +28.2% |
| All | +31.1% | +25.9% | +5.2% | +28.2% |
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