+42.0%
SOFI vs DLR
+62.3%
-20.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.6% |
| 7D | -4.9% | +0.1% | -5.0% | -5.0% |
| 30D | -3.5% | -4.3% | +0.8% | -0.4% |
| 3M | +3.9% | +3.8% | +0.1% | 0.0% |
| 6M | -6.5% | +5.8% | -12.4% | -11.3% |
| YTD | -33.8% | +23.5% | -57.4% | -44.4% |
| 1Y | -33.3% | +11.1% | -44.4% | -39.5% |
| 3Y | +94.6% | +57.9% | +36.7% | +38.4% |
| 5Y | +13.3% | +44.0% | -30.7% | -17.0% |
| All | +42.0% | +62.3% | -20.4% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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