-40.8%
SOFI vs DUOL
-38.2%
-2.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +26.0% | -22.4% | -2.6% |
| 7D | +1.4% | +19.3% | -17.9% | -3.4% |
| 30D | +9.2% | +9.6% | -0.5% | +6.1% |
| 3M | -7.1% | +17.1% | -24.1% | -12.1% |
| 6M | +7.3% | +46.3% | -39.0% | -7.7% |
| YTD | -33.6% | -8.1% | -25.5% | -33.6% |
| 1Y | -40.8% | -38.5% | -2.4% | -33.2% |
| All | -40.8% | -38.2% | -2.6% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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