+12.8%
SOFI vs DUOL
-1.5%
+14.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.9% | +1.1% | -2.0% |
| 7D | -2.9% | -11.8% | +8.9% | +1.6% |
| 30D | -4.4% | +1.5% | -5.9% | -5.7% |
| 3M | +5.2% | +18.1% | -12.9% | -3.8% |
| 6M | -7.8% | +38.7% | -46.4% | -21.5% |
| YTD | -33.8% | -20.7% | -13.1% | -30.7% |
| 1Y | -33.3% | -49.1% | +15.8% | -19.7% |
| 3Y | +102.7% | -11.0% | +113.7% | +73.9% |
| 5Y | +10.5% | -18.0% | +28.4% | -24.7% |
| All | +12.8% | -1.5% | +14.3% | -26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling