+10.6%
SOFI vs DOCN
+171.0%
-160.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.7% |
| 7D | +0.9% | +1.1% | -0.2% | +0.3% |
| 30D | -0.2% | -9.6% | +9.5% | +2.9% |
| 3M | +6.2% | -37.7% | +43.9% | +24.5% |
| 6M | -2.6% | +115.2% | -117.8% | -39.1% |
| YTD | -30.4% | +133.7% | -164.1% | -59.3% |
| 1Y | -28.2% | +250.2% | -278.4% | -66.0% |
| 3Y | +107.3% | +320.3% | -213.0% | -17.5% |
| 5Y | +20.2% | +53.1% | -32.9% | -30.9% |
| All | +10.6% | +171.0% | -160.5% | -43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling