+1,024.2%
DVN vs SWKS
+9,235.4%
-8,211.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.7% |
| 7D | -19.1% | -6.2% | -12.9% | -18.5% |
| 30D | -11.8% | -1.5% | -10.4% | -11.7% |
| 3M | -1.5% | +23.0% | -24.4% | -4.0% |
| 6M | -8.2% | +27.6% | -35.8% | -11.5% |
| YTD | +17.4% | +32.3% | -14.9% | +12.5% |
| 1Y | +33.5% | +20.1% | +13.4% | +29.2% |
| 3Y | -0.3% | +0.6% | -1.0% | -2.8% |
| 5Y | +22.7% | -42.3% | +65.0% | +26.0% |
| 10Y | +51.8% | +35.9% | +15.9% | +43.9% |
| All | +1,024.2% | +9,235.4% | -8,211.2% | +645.3% |
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