+55.3%
DVN vs SWKS
+43.2%
+12.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.0% | -2.4% | +1.3% |
| 7D | +1.9% | +5.7% | -3.8% | -0.3% |
| 30D | -8.2% | +17.3% | -25.5% | -13.6% |
| 3M | -0.3% | +28.3% | -28.6% | -10.7% |
| 6M | -2.5% | +26.1% | -28.6% | -14.6% |
| YTD | +25.0% | +41.1% | -16.1% | +3.1% |
| 1Y | +31.1% | +31.4% | -0.3% | +11.2% |
| 3Y | +8.7% | +7.3% | +1.4% | -7.5% |
| 5Y | +33.3% | -37.7% | +71.0% | +40.4% |
| 10Y | +55.3% | +46.0% | +9.2% | +9.8% |
| All | +55.3% | +43.2% | +12.1% | +9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling