+1,171.8%
DVN vs SWKS
+8,307.4%
-7,135.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -5.0% | -1.9% |
| 7D | +1.5% | +12.5% | -11.0% | +0.1% |
| 30D | +14.2% | +10.5% | +3.7% | +12.8% |
| 3M | +5.2% | -7.4% | +12.6% | +5.6% |
| 6M | +11.9% | +32.7% | -20.8% | +7.5% |
| YTD | +32.8% | +19.2% | +13.7% | +29.0% |
| 1Y | +38.6% | +2.4% | +36.2% | +36.6% |
| 3Y | +0.5% | -25.6% | +26.1% | +1.5% |
| 5Y | +111.0% | -53.4% | +164.5% | +122.1% |
| 10Y | +56.1% | +23.2% | +33.0% | +50.0% |
| All | +1,171.8% | +8,307.4% | -7,135.6% | +754.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling