-51.5%
SOFI vs DOC
+20.8%
-72.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.7% | -3.7% |
| 7D | -2.6% | 0.0% | -2.6% | -2.5% |
| 30D | +2.6% | +6.6% | -4.0% | +1.3% |
| 3M | -12.9% | -1.1% | -11.8% | -12.6% |
| 6M | -1.7% | +4.8% | -6.5% | -2.9% |
| YTD | -40.3% | +32.1% | -72.4% | -45.8% |
| 1Y | -51.5% | +21.9% | -73.3% | -53.5% |
| All | -51.5% | +20.8% | -72.2% | -53.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling