+119.6%
DVN vs SWKS
-52.0%
+171.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.2% |
| 7D | -1.3% | +11.8% | -13.1% | -4.6% |
| 30D | +12.6% | +6.7% | +5.9% | +10.3% |
| 3M | +8.1% | 0.0% | +8.1% | +7.0% |
| 6M | +10.2% | +38.7% | -28.6% | -3.8% |
| YTD | +33.8% | +21.4% | +12.4% | +21.9% |
| 1Y | +43.9% | +2.9% | +41.0% | +37.7% |
| 3Y | +1.7% | -16.4% | +18.1% | -3.4% |
| 5Y | +119.6% | -51.2% | +170.8% | +148.5% |
| All | +119.6% | -52.0% | +171.6% | +148.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling