+42.0%
SOFI vs DVN
+311.8%
-269.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -4.9% | +4.5% | -9.5% | -6.2% |
| 30D | -3.5% | +12.0% | -15.4% | -6.9% |
| 3M | +3.9% | +13.4% | -9.5% | -1.0% |
| 6M | -6.5% | +12.1% | -18.6% | -12.2% |
| YTD | -33.8% | +38.8% | -72.7% | -42.8% |
| 1Y | -33.3% | +46.0% | -79.3% | -43.7% |
| 3Y | +94.6% | +9.5% | +85.1% | +77.4% |
| 5Y | +13.3% | +125.3% | -112.0% | -16.9% |
| All | +42.0% | +311.8% | -269.9% | +6.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling