+32.9%
SOFI vs DOC
-7.8%
+40.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.7% |
| 7D | -3.3% | +6.5% | -9.7% | -6.6% |
| 30D | +3.5% | +9.2% | -5.6% | -1.8% |
| 3M | -10.4% | -2.5% | -7.9% | -9.4% |
| 6M | -0.6% | +7.1% | -7.6% | -5.5% |
| YTD | -38.1% | +33.0% | -71.1% | -49.5% |
| 1Y | -40.3% | +23.3% | -63.6% | -48.9% |
| 3Y | +116.4% | +44.9% | +71.5% | +65.1% |
| 5Y | -28.2% | -21.6% | -6.6% | -30.9% |
| All | +32.9% | -7.8% | +40.7% | +68.5% |
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