-40.8%
SOFI vs DKS
-29.5%
-11.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.7% | -4.1% | +2.7% |
| 7D | +1.4% | +8.4% | -7.0% | +0.4% |
| 30D | +9.2% | +7.7% | +1.5% | +7.9% |
| 3M | -7.1% | -25.8% | +18.7% | -2.6% |
| 6M | +7.3% | -31.0% | +38.3% | +13.6% |
| YTD | -33.6% | -23.8% | -9.8% | -31.8% |
| 1Y | -40.8% | -29.8% | -11.0% | -38.6% |
| All | -40.8% | -29.5% | -11.3% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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