-40.8%
SOFI vs OXY
+45.4%
-86.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -5.1% | +8.8% | +1.7% |
| 7D | +1.4% | -8.8% | +10.2% | -1.9% |
| 30D | +9.2% | -1.7% | +10.9% | +8.6% |
| 3M | -7.1% | +4.5% | -11.6% | -5.0% |
| 6M | +7.3% | -4.0% | +11.3% | +8.2% |
| YTD | -33.6% | +41.4% | -75.0% | -32.8% |
| 1Y | -40.8% | +45.9% | -86.7% | -38.4% |
| All | -40.8% | +45.4% | -86.2% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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