+94.6%
SOFI vs DHR
-7.0%
+101.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -4.9% | -3.6% | -1.3% | -3.1% |
| 30D | -3.5% | -2.7% | -0.7% | -1.9% |
| 3M | +3.9% | +10.9% | -7.0% | -3.2% |
| 6M | -6.5% | +3.0% | -9.6% | -9.2% |
| YTD | -33.8% | -12.2% | -21.6% | -29.5% |
| 1Y | -33.3% | +3.3% | -36.6% | -37.2% |
| 3Y | +94.6% | -8.2% | +102.8% | +76.9% |
| All | +94.6% | -7.0% | +101.6% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling