+42.5%
SOFI vs DOC
-8.2%
+50.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.5% | +1.9% |
| 7D | +1.4% | +8.7% | -7.3% | -3.3% |
| 30D | +9.2% | +7.6% | +1.5% | +4.4% |
| 3M | -7.1% | -5.3% | -1.8% | -4.5% |
| 6M | +7.3% | +27.6% | -20.3% | -9.6% |
| YTD | -33.6% | +32.4% | -66.0% | -45.8% |
| 1Y | -40.8% | +22.9% | -63.7% | -49.2% |
| 3Y | +117.0% | +43.1% | +73.9% | +66.9% |
| 5Y | -25.4% | -21.4% | -4.0% | -27.8% |
| All | +42.5% | -8.2% | +50.7% | +81.1% |
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