+42.0%
SOFI vs JD
-64.7%
+106.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -4.9% | -4.2% | -0.7% | -3.4% |
| 30D | -3.5% | -14.4% | +10.9% | +1.8% |
| 3M | +3.9% | -3.6% | +7.5% | +4.6% |
| 6M | -6.5% | -0.3% | -6.2% | -7.8% |
| YTD | -33.8% | -2.4% | -31.5% | -34.3% |
| 1Y | -33.3% | -18.5% | -14.7% | -29.3% |
| 3Y | +94.6% | -7.0% | +101.6% | +82.3% |
| 5Y | +13.3% | -61.7% | +75.0% | +48.9% |
| All | +42.0% | -64.7% | +106.7% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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