+41.1%
SOFI vs DHR
+3.2%
+37.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.7% |
| 7D | -7.0% | -5.0% | -2.0% | -3.8% |
| 30D | -4.3% | -3.3% | -1.0% | -2.0% |
| 3M | +8.4% | +9.4% | -1.0% | +0.1% |
| 6M | -5.9% | +3.2% | -9.1% | -9.8% |
| YTD | -34.3% | -12.0% | -22.2% | -29.6% |
| 1Y | -32.6% | +4.9% | -37.5% | -38.1% |
| 3Y | +101.3% | -7.4% | +108.6% | +96.7% |
| 5Y | +12.6% | -29.8% | +42.3% | +35.2% |
| All | +41.1% | +3.2% | +37.9% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling