+1,029.3%
DVN vs SWKS
+9,308.1%
-8,278.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -12.8% | -2.7% | -10.1% | -12.5% |
| 30D | -12.1% | +8.5% | -20.6% | -12.9% |
| 3M | -0.7% | +17.3% | -18.0% | -2.8% |
| 6M | -5.8% | +25.1% | -30.9% | -9.0% |
| YTD | +17.9% | +33.3% | -15.4% | +12.9% |
| 1Y | +29.0% | +22.9% | +6.1% | +24.6% |
| 3Y | +6.0% | +5.5% | +0.4% | +2.8% |
| 5Y | +22.1% | -41.9% | +64.0% | +25.3% |
| 10Y | +40.5% | +32.4% | +8.1% | +33.4% |
| All | +1,029.3% | +9,308.1% | -8,278.8% | +648.0% |
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