-40.8%
SOFI vs DUK
+7.9%
-48.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +5.2% |
| 7D | +1.4% | +4.9% | -3.5% | +4.6% |
| 30D | +9.2% | +13.8% | -4.7% | +19.7% |
| 3M | -7.1% | +5.2% | -12.3% | -3.9% |
| 6M | +7.3% | +3.5% | +3.8% | +10.3% |
| YTD | -33.6% | +13.5% | -47.1% | -25.8% |
| 1Y | -40.8% | +8.3% | -49.1% | -34.2% |
| All | -40.8% | +7.9% | -48.7% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 1y: compounded portfolio wealth divided by compounded DUK 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…
1y analysis · Full analysis span regression · 6 months rolling