-28.2%
SOFI vs DFNS
-98.3%
+70.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.6% |
| 7D | +0.9% | -16.0% | +16.9% | +1.5% |
| 30D | -0.2% | -77.7% | +77.5% | +4.3% |
| 3M | +6.2% | -77.2% | +83.4% | +18.4% |
| 6M | -2.6% | -95.2% | +92.6% | +28.7% |
| YTD | -30.4% | -98.0% | +67.6% | -0.6% |
| 1Y | -28.2% | -98.3% | +70.1% | -0.9% |
| All | -28.2% | -98.3% | +70.1% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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