+41.1%
SOFI vs DUK
+62.4%
-21.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.7% |
| 7D | -7.0% | -1.7% | -5.4% | -7.1% |
| 30D | -4.3% | -2.2% | -2.0% | -4.4% |
| 3M | +8.4% | -3.7% | +12.1% | +8.2% |
| 6M | -5.9% | -6.3% | +0.4% | -6.1% |
| YTD | -34.3% | +4.5% | -38.8% | -34.4% |
| 1Y | -32.6% | +1.8% | -34.4% | -32.7% |
| 3Y | +101.3% | +46.8% | +54.5% | +88.4% |
| 5Y | +12.6% | +40.2% | -27.7% | +9.6% |
| All | +41.1% | +62.4% | -21.3% | +46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling