+33.4%
SOFI vs DOC
-7.2%
+40.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -6.4% | +1.0% | -7.4% | -6.9% |
| 30D | +6.8% | +8.1% | -1.3% | +1.9% |
| 3M | -9.5% | +0.9% | -10.4% | -10.2% |
| 6M | +0.1% | +6.3% | -6.2% | -4.5% |
| YTD | -37.9% | +33.8% | -71.6% | -49.5% |
| 1Y | -47.4% | +21.6% | -69.1% | -54.5% |
| 3Y | +134.4% | +53.4% | +81.1% | +72.6% |
| 5Y | -29.2% | -21.0% | -8.2% | -32.0% |
| All | +33.4% | -7.2% | +40.6% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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