+31.5%
SOFI vs DOC
-8.4%
+39.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -0.2% | -7.5% | -7.6% |
| 7D | -8.9% | +6.2% | -15.1% | -12.0% |
| 30D | +1.8% | +6.5% | -4.7% | -2.1% |
| 3M | -12.1% | -6.2% | -5.9% | -9.1% |
| 6M | +0.1% | +25.6% | -25.5% | -14.7% |
| YTD | -38.7% | +32.1% | -70.8% | -49.9% |
| 1Y | -46.7% | +20.3% | -66.9% | -53.6% |
| 3Y | +100.2% | +42.7% | +57.5% | +54.2% |
| 5Y | -28.9% | -22.2% | -6.8% | -31.3% |
| All | +31.5% | -8.4% | +39.9% | +67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling