-28.7%
SOFI vs DOC
-21.4%
-7.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.6% |
| 7D | -3.3% | +6.5% | -9.7% | -7.2% |
| 30D | +3.5% | +9.2% | -5.6% | -2.6% |
| 3M | -10.4% | -2.5% | -7.9% | -9.3% |
| 6M | -0.6% | +7.1% | -7.6% | -6.4% |
| YTD | -38.1% | +33.0% | -71.1% | -51.4% |
| 1Y | -40.3% | +23.3% | -63.6% | -50.4% |
| 3Y | +116.4% | +44.9% | +71.5% | +53.0% |
| All | -28.7% | -21.4% | -7.3% | -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