+1,171.8%
DVN vs SWK
+1,275.2%
-103.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.8% |
| 7D | +1.5% | -0.4% | +1.9% | +1.6% |
| 30D | +14.2% | -5.7% | +19.9% | +16.6% |
| 3M | +5.2% | +24.1% | -18.8% | -5.0% |
| 6M | +11.9% | +24.7% | -12.8% | -1.0% |
| YTD | +32.8% | +33.9% | -1.1% | +13.7% |
| 1Y | +38.6% | +34.7% | +3.9% | +17.3% |
| 3Y | +0.5% | +15.3% | -14.7% | -12.6% |
| 5Y | +111.0% | -39.3% | +150.3% | +128.3% |
| 10Y | +56.1% | +2.5% | +53.6% | +38.4% |
| All | +1,171.8% | +1,275.2% | -103.4% | +442.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling