+13.2%
DVN vs SWKS
+11.3%
+1.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +10.4% | +9.4% | +0.9% | +8.0% |
| 30D | -6.7% | +17.0% | -23.7% | -10.0% |
| 3M | +5.6% | +28.9% | -23.3% | -1.2% |
| 6M | +0.7% | +33.1% | -32.5% | -8.2% |
| YTD | +29.6% | +44.8% | -15.2% | +14.3% |
| 1Y | +36.3% | +36.2% | +0.1% | +22.4% |
| 3Y | +13.2% | +11.5% | +1.7% | -12.4% |
| All | +13.2% | +11.3% | +1.9% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling