+45.9%
DVN vs SWK
+29.6%
+16.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -19.1% | +11.0% | -30.1% | -23.8% |
| 30D | -11.8% | +30.1% | -41.9% | -23.3% |
| 3M | -1.5% | +14.7% | -16.1% | -9.4% |
| 6M | -8.2% | +44.5% | -52.7% | -26.4% |
| YTD | +17.4% | +59.4% | -42.0% | -13.0% |
| 1Y | +33.5% | +77.5% | -44.1% | -7.2% |
| 3Y | -0.3% | +49.5% | -49.8% | -29.0% |
| 5Y | +22.7% | -24.9% | +47.6% | +27.2% |
| All | +45.9% | +29.6% | +16.3% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling