+15.0%
SOFI vs DOC
-24.5%
+39.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.4% |
| 7D | +0.9% | -1.5% | +2.4% | +1.9% |
| 30D | -0.2% | -4.8% | +4.6% | +3.1% |
| 3M | +6.2% | +6.9% | -0.6% | +0.8% |
| 6M | -2.6% | +20.7% | -23.3% | -16.4% |
| YTD | -30.4% | +34.1% | -64.6% | -45.2% |
| 1Y | -28.2% | +22.6% | -50.9% | -39.9% |
| 3Y | +107.3% | +20.8% | +86.5% | +73.3% |
| All | +15.0% | -24.5% | +39.6% | +22.2% |
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