+42.0%
SOFI vs DKS
+185.0%
-143.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.7% | -0.3% |
| 7D | -4.9% | -2.0% | -2.9% | -4.2% |
| 30D | -3.5% | -32.7% | +29.3% | +9.4% |
| 3M | +3.9% | -38.8% | +42.7% | +22.1% |
| 6M | -6.5% | -29.4% | +22.9% | +2.7% |
| YTD | -33.8% | -30.3% | -3.5% | -27.2% |
| 1Y | -33.3% | -39.6% | +6.3% | -22.4% |
| 3Y | +94.6% | +32.2% | +62.4% | +59.7% |
| 5Y | +13.3% | +15.1% | -1.8% | -14.3% |
| All | +42.0% | +185.0% | -143.0% | +111.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling