+42.0%
SOFI vs ODFL
+89.5%
-47.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.9% |
| 7D | -4.9% | -3.3% | -1.7% | -3.1% |
| 30D | -3.5% | -15.3% | +11.8% | +6.3% |
| 3M | +3.9% | -27.3% | +31.2% | +24.0% |
| 6M | -6.5% | -4.5% | -2.0% | -5.3% |
| YTD | -33.8% | +15.1% | -49.0% | -41.8% |
| 1Y | -33.3% | +21.1% | -54.4% | -43.7% |
| 3Y | +94.6% | -14.1% | +108.7% | +97.4% |
| 5Y | +13.3% | +26.6% | -13.3% | -16.4% |
| All | +42.0% | +89.5% | -47.6% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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