+69.1%
DVN vs OKTA
+601.1%
-531.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.7% |
| 7D | +4.5% | -2.4% | +6.9% | +4.8% |
| 30D | +12.0% | +13.0% | -1.1% | +9.8% |
| 3M | +13.4% | +41.7% | -28.3% | +7.9% |
| 6M | +12.1% | +105.9% | -93.8% | +0.6% |
| YTD | +38.8% | +92.6% | -53.7% | +25.2% |
| 1Y | +46.0% | +81.1% | -35.0% | +32.5% |
| 3Y | +9.5% | +84.8% | -75.3% | -3.1% |
| 5Y | +125.3% | -34.4% | +159.7% | +115.6% |
| All | +69.1% | +601.1% | -531.9% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 OKTA 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