+31.5%
SOFI vs DOCU
-64.5%
+96.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -2.0% | -5.7% | -6.7% |
| 7D | -8.9% | -3.2% | -5.7% | -7.4% |
| 30D | +1.8% | +15.7% | -13.9% | -5.8% |
| 3M | -12.1% | +37.3% | -49.4% | -26.3% |
| 6M | +0.1% | +63.1% | -63.0% | -24.8% |
| YTD | -38.7% | +15.4% | -54.1% | -46.1% |
| 1Y | -46.7% | +11.3% | -58.0% | -52.1% |
| 3Y | +100.2% | +92.1% | +8.2% | +22.4% |
| 5Y | -28.9% | -70.5% | +41.6% | -6.1% |
| All | +31.5% | -64.5% | +96.0% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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