+42.0%
SOFI vs DHR
+3.0%
+39.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.8% |
| 7D | -4.9% | -3.6% | -1.3% | -2.6% |
| 30D | -3.5% | -2.7% | -0.7% | -1.6% |
| 3M | +3.9% | +10.9% | -7.0% | -5.0% |
| 6M | -6.5% | +3.0% | -9.6% | -10.3% |
| YTD | -33.8% | -12.2% | -21.6% | -29.1% |
| 1Y | -33.3% | +3.3% | -36.6% | -38.0% |
| 3Y | +94.6% | -8.2% | +102.8% | +91.5% |
| 5Y | +13.3% | -29.9% | +43.2% | +36.2% |
| All | +42.0% | +3.0% | +39.0% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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