+42.0%
SOFI vs OXY
+272.6%
-230.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -4.9% | +2.8% | -7.8% | -5.5% |
| 30D | -3.5% | +5.5% | -8.9% | -4.7% |
| 3M | +3.9% | +11.3% | -7.4% | +0.7% |
| 6M | -6.5% | +11.6% | -18.1% | -10.8% |
| YTD | -33.8% | +51.6% | -85.4% | -42.4% |
| 1Y | -33.3% | +36.2% | -69.5% | -40.4% |
| 3Y | +94.6% | +1.7% | +92.9% | +85.1% |
| 5Y | +13.3% | +164.5% | -151.2% | -17.2% |
| All | +42.0% | +272.6% | -230.6% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling