+56.1%
DVN vs SWK
+17.8%
+38.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +5.1% | +3.9% |
| 7D | +7.8% | -2.0% | +9.8% | +8.7% |
| 30D | -7.9% | +24.6% | -32.5% | -18.3% |
| 3M | +3.7% | +10.8% | -7.1% | -3.1% |
| 6M | +0.2% | +46.1% | -45.9% | -20.3% |
| YTD | +28.6% | +56.8% | -28.2% | -4.2% |
| 1Y | +34.6% | +72.7% | -38.1% | -5.3% |
| 3Y | +11.8% | +49.9% | -38.1% | -20.9% |
| 5Y | +37.6% | -30.9% | +68.5% | +51.1% |
| All | +56.1% | +17.8% | +38.2% | +11.9% |
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