-28.9%
SOFI vs DOC
-22.1%
-6.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -0.2% | -7.5% | -7.5% |
| 7D | -8.9% | +6.2% | -15.1% | -12.5% |
| 30D | +1.8% | +6.5% | -4.7% | -2.7% |
| 3M | -12.1% | -6.2% | -5.9% | -8.7% |
| 6M | +0.1% | +25.6% | -25.5% | -17.2% |
| YTD | -38.7% | +32.1% | -70.8% | -51.7% |
| 1Y | -46.7% | +20.3% | -66.9% | -54.7% |
| 3Y | +100.2% | +42.7% | +57.5% | +43.3% |
| 5Y | -28.9% | -22.2% | -6.8% | -21.5% |
| All | -28.9% | -22.1% | -6.9% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling