-28.7%
SOFI vs DOCN
-32.3%
+3.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.5% | 0.0% |
| 7D | -3.3% | -19.2% | +15.9% | +4.9% |
| 30D | +3.5% | -43.1% | +46.6% | +28.3% |
| 3M | -10.4% | -40.7% | +30.3% | +6.3% |
| 6M | -0.6% | -55.0% | +54.4% | +28.5% |
| YTD | -38.1% | +50.6% | -88.7% | -60.0% |
| 1Y | -40.3% | +54.0% | -94.3% | -61.9% |
| 3Y | +116.4% | +203.9% | -87.5% | -14.2% |
| All | -28.7% | -32.3% | +3.5% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling