+15.4%
SOFI vs DKS
+13.6%
+1.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | 0.0% |
| 7D | -4.9% | -3.0% | -2.0% | -3.7% |
| 30D | -3.5% | -33.4% | +29.9% | +12.0% |
| 3M | +3.9% | -39.4% | +43.3% | +25.8% |
| 6M | -6.5% | -30.1% | +23.6% | +4.5% |
| YTD | -33.8% | -31.0% | -2.9% | -26.0% |
| 1Y | -33.3% | -40.2% | +6.9% | -20.3% |
| 3Y | +94.6% | +30.9% | +63.7% | +46.1% |
| All | +15.4% | +13.6% | +1.7% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling