+43.9%
DVN vs SWKS
+3.4%
+40.5%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.6% |
| 7D | -1.3% | +11.8% | -13.1% | -2.1% |
| 30D | +12.6% | +6.7% | +5.9% | +12.0% |
| 3M | +8.1% | 0.0% | +8.1% | +9.3% |
| 6M | +10.2% | +38.7% | -28.6% | +4.4% |
| YTD | +33.8% | +21.4% | +12.4% | +29.8% |
| 1Y | +43.9% | +2.9% | +41.0% | +39.8% |
| All | +43.9% | +3.4% | +40.5% | +39.8% |
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