-32.7%
SOFI vs DASH
-30.7%
-2.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.0% |
| 7D | -4.9% | -4.5% | -0.3% | -2.2% |
| 30D | +8.4% | -6.8% | +15.2% | +12.3% |
| 3M | -16.3% | -20.7% | +4.4% | -5.4% |
| 6M | +0.7% | +15.1% | -14.3% | -9.8% |
| YTD | -41.1% | -24.3% | -16.8% | -33.0% |
| 1Y | -45.7% | -12.1% | -33.5% | -44.0% |
| 3Y | +119.0% | +91.1% | +28.0% | +39.4% |
| All | -32.7% | -30.7% | -2.0% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 5y: compounded portfolio wealth divided by compounded DASH 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…
5y analysis · Full analysis span regression · 6 months rolling