+32.9%
SOFI vs DOCU
-65.1%
+98.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.7% | +1.9% |
| 7D | -3.3% | -5.5% | +2.3% | -0.5% |
| 30D | +3.5% | +12.6% | -9.1% | -3.0% |
| 3M | -10.4% | +36.4% | -46.8% | -24.7% |
| 6M | -0.6% | +66.8% | -67.3% | -26.2% |
| YTD | -38.1% | +13.5% | -51.5% | -45.1% |
| 1Y | -40.3% | +11.3% | -51.6% | -46.5% |
| 3Y | +116.4% | +92.1% | +24.4% | +32.0% |
| 5Y | -28.2% | -71.0% | +42.8% | -4.3% |
| All | +32.9% | -65.1% | +98.0% | +50.3% |
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