+42.0%
SOFI vs DFNS
-99.9%
+141.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.2% | +0.6% |
| 7D | -4.9% | -6.3% | +1.4% | -4.9% |
| 30D | -3.5% | -74.0% | +70.5% | -3.3% |
| 3M | +3.9% | -70.1% | +74.0% | +3.8% |
| 6M | -6.5% | -93.9% | +87.4% | -6.8% |
| YTD | -33.8% | -98.1% | +64.3% | -34.2% |
| 1Y | -33.3% | -98.3% | +65.0% | -33.6% |
| 3Y | +94.6% | -99.9% | +194.5% | +82.8% |
| 5Y | +13.3% | -99.9% | +113.1% | +16.1% |
| All | +42.0% | -99.9% | +141.8% | +52.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling