+41.1%
SOFI vs DVN
+310.1%
-269.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.3% |
| 7D | -7.0% | +2.5% | -9.5% | -7.7% |
| 30D | -4.3% | +10.2% | -14.5% | -7.2% |
| 3M | +8.4% | +8.1% | +0.3% | +4.8% |
| 6M | -5.9% | +15.9% | -21.8% | -12.7% |
| YTD | -34.3% | +38.2% | -72.5% | -43.1% |
| 1Y | -32.6% | +44.5% | -77.0% | -42.9% |
| 3Y | +101.3% | +5.1% | +96.1% | +85.5% |
| 5Y | +12.6% | +124.3% | -111.8% | -17.3% |
| All | +41.1% | +310.1% | -269.0% | +5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling