+12.6%
SOFI vs DLR
+39.0%
-26.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.8% |
| 7D | -7.0% | -1.3% | -5.7% | -6.1% |
| 30D | -4.3% | -2.9% | -1.4% | -2.2% |
| 3M | +8.4% | +3.2% | +5.2% | +4.4% |
| 6M | -5.9% | +3.9% | -9.8% | -9.9% |
| YTD | -34.3% | +21.4% | -55.7% | -44.9% |
| 1Y | -32.6% | +9.7% | -42.2% | -38.9% |
| 3Y | +101.3% | +56.5% | +44.7% | +38.0% |
| 5Y | +12.6% | +41.5% | -29.0% | -11.5% |
| All | +12.6% | +39.0% | -26.5% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling