-40.8%
SOFI vs DVN
+39.9%
-80.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -7.3% | +11.0% | +1.2% |
| 7D | +1.4% | -13.9% | +15.3% | -3.2% |
| 30D | +9.2% | -8.0% | +17.2% | +6.6% |
| 3M | -7.1% | +0.8% | -7.9% | -6.1% |
| 6M | +7.3% | -12.8% | +20.0% | +6.4% |
| YTD | -33.6% | +22.7% | -56.3% | -35.9% |
| 1Y | -40.8% | +39.0% | -79.8% | -45.7% |
| All | -40.8% | +39.9% | -80.7% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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