-36.1%
DVN vs SW
+755.0%
-791.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.6% |
| 7D | +1.5% | -5.1% | +6.6% | +1.7% |
| 30D | +14.2% | -4.6% | +18.8% | +14.4% |
| 3M | +5.2% | +9.4% | -4.1% | +4.5% |
| 6M | +11.9% | +3.5% | +8.4% | +11.2% |
| YTD | +32.8% | +22.0% | +10.8% | +30.7% |
| 1Y | +38.6% | +2.2% | +36.4% | +37.6% |
| 3Y | +0.5% | +19.6% | -19.1% | -1.3% |
| 5Y | +111.0% | -2.3% | +113.4% | +106.4% |
| 10Y | +56.1% | +181.4% | -125.2% | +47.7% |
| All | -36.1% | +755.0% | -791.1% | -38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling