+51.8%
DVN vs SWK
+20.6%
+31.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.3% | +3.9% |
| 7D | +1.9% | -2.3% | +4.2% | +2.9% |
| 30D | -8.2% | +30.4% | -38.6% | -20.3% |
| 3M | -0.3% | +12.1% | -12.5% | -7.3% |
| 6M | -2.5% | +49.1% | -51.6% | -23.2% |
| YTD | +25.0% | +60.4% | -35.4% | -7.8% |
| 1Y | +31.1% | +78.3% | -47.2% | -9.2% |
| 3Y | +8.7% | +53.3% | -44.6% | -23.8% |
| 5Y | +33.3% | -27.0% | +60.3% | +41.3% |
| All | +51.8% | +20.6% | +31.2% | +7.7% |
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