+36.0%
DVN vs OKE
+40.8%
-4.8%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.2% | -0.5% |
| 7D | -16.2% | -9.0% | -7.2% | -8.8% |
| 30D | -10.7% | -2.3% | -8.4% | -8.4% |
| 3M | +2.5% | 0.0% | +2.6% | +2.5% |
| 6M | -14.8% | -2.0% | -12.8% | -13.1% |
| YTD | +19.3% | +23.2% | -3.9% | -1.4% |
| 1Y | +36.0% | +36.6% | -0.6% | +2.5% |
| All | +36.0% | +40.8% | -4.8% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 1y: compounded portfolio wealth divided by compounded OKE 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…
1y analysis · Full analysis span regression · 6 months rolling