-40.8%
SOFI vs DOCN
+110.0%
-150.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -7.2% | +10.8% | +4.6% |
| 7D | +1.4% | -20.0% | +21.4% | +4.5% |
| 30D | +9.2% | -38.8% | +47.9% | +16.3% |
| 3M | -7.1% | -34.8% | +27.8% | -2.2% |
| 6M | +7.3% | -22.8% | +30.1% | +9.3% |
| YTD | -33.6% | +74.6% | -108.2% | -44.1% |
| 1Y | -40.8% | +116.4% | -157.3% | -54.4% |
| All | -40.8% | +110.0% | -150.9% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 1y: compounded portfolio wealth divided by compounded DOCN 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…
1y analysis · Full analysis span regression · 6 months rolling