+26.4%
SOFI vs DRI
+130.5%
-104.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.6% |
| 7D | -4.9% | +1.1% | -5.9% | -5.4% |
| 30D | +8.4% | +9.7% | -1.3% | +2.7% |
| 3M | -16.3% | +3.2% | -19.5% | -18.2% |
| 6M | +0.7% | +20.6% | -19.9% | -11.7% |
| YTD | -41.1% | +28.3% | -69.4% | -51.3% |
| 1Y | -45.7% | +34.5% | -80.2% | -56.7% |
| 3Y | +119.0% | +66.5% | +52.5% | +44.1% |
| 5Y | -32.2% | +79.6% | -111.9% | -59.0% |
| All | +26.4% | +130.5% | -104.1% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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