+42.0%
SOFI vs O
+31.5%
+10.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | -4.9% | -2.9% | -2.1% | -3.4% |
| 30D | -3.5% | -4.5% | +1.1% | -1.0% |
| 3M | +3.9% | -2.6% | +6.5% | +4.8% |
| 6M | -6.5% | -5.6% | -0.9% | -4.2% |
| YTD | -33.8% | +9.3% | -43.1% | -38.8% |
| 1Y | -33.3% | +4.3% | -37.6% | -36.5% |
| 3Y | +94.6% | +27.4% | +67.2% | +56.1% |
| 5Y | +13.3% | +17.1% | -3.8% | +0.7% |
| All | +42.0% | +31.5% | +10.4% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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