+12.7%
SOFI vs DUOL
+1.6%
+11.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +1.0% |
| 7D | -4.9% | -7.0% | +2.0% | -2.5% |
| 30D | -3.5% | +6.7% | -10.2% | -6.6% |
| 3M | +3.9% | +16.0% | -12.1% | -4.3% |
| 6M | -6.5% | +45.4% | -51.9% | -21.8% |
| YTD | -33.8% | -18.1% | -15.7% | -31.6% |
| 1Y | -33.3% | -53.6% | +20.3% | -16.6% |
| 3Y | +94.6% | -11.0% | +105.6% | +67.1% |
| 5Y | +13.3% | -17.1% | +30.4% | -23.5% |
| All | +12.7% | +1.6% | +11.1% | -27.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling