+38.6%
DVN vs SWKS
+4.6%
+33.9%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -5.0% | -1.7% |
| 7D | +1.5% | +12.5% | -11.0% | +0.7% |
| 30D | +14.2% | +10.5% | +3.7% | +13.3% |
| 3M | +5.2% | -7.4% | +12.6% | +7.5% |
| 6M | +11.9% | +32.7% | -20.8% | +6.8% |
| YTD | +32.8% | +19.2% | +13.7% | +29.1% |
| 1Y | +38.6% | +2.4% | +36.2% | +34.8% |
| All | +38.6% | +4.6% | +33.9% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 1y: compounded portfolio wealth divided by compounded SWKS 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…
1y analysis · Full analysis span regression · 6 months rolling