+1.6%
SOFI vs DOCN
+88.7%
-87.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +8.0% | -4.7% | +0.2% |
| 7D | +0.9% | -12.8% | +13.7% | +5.8% |
| 30D | +6.0% | -41.9% | +47.9% | +29.1% |
| 3M | -8.9% | -36.9% | +28.1% | +4.7% |
| 6M | +6.3% | -52.2% | +58.6% | +33.0% |
| YTD | -36.0% | +62.7% | -98.7% | -58.3% |
| 1Y | -40.6% | +58.2% | -98.9% | -60.8% |
| 3Y | +144.5% | +219.5% | -74.9% | +5.7% |
| 5Y | -24.3% | -32.9% | +8.5% | -47.9% |
| All | +1.6% | +88.7% | -87.0% | -41.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling