-28.7%
SOFI vs DASH
-9.9%
-18.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -3.3% | +0.4% | -3.7% | -3.9% |
| 30D | +3.5% | -6.0% | +9.6% | +6.7% |
| 3M | -10.4% | -15.8% | +5.3% | -2.4% |
| 6M | -0.6% | +7.0% | -7.5% | -7.0% |
| YTD | -38.1% | -20.7% | -17.4% | -31.6% |
| 1Y | -40.3% | -8.5% | -31.8% | -39.9% |
| 3Y | +116.4% | +101.8% | +14.6% | +35.3% |
| All | -28.7% | -9.9% | -18.8% | -41.2% |
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