+119.0%
SOFI vs OUST
+594.6%
-475.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.5% | +7.2% | +0.8% |
| 7D | -4.9% | -3.8% | -1.1% | -4.1% |
| 30D | +8.4% | +5.1% | +3.4% | +6.3% |
| 3M | -16.3% | -25.8% | +9.5% | -11.5% |
| 6M | +0.7% | -2.0% | +2.7% | -5.4% |
| YTD | -41.1% | +54.7% | -95.8% | -52.5% |
| 1Y | -45.7% | +48.8% | -94.5% | -55.9% |
| 3Y | +119.0% | +607.8% | -488.8% | -1.4% |
| All | +119.0% | +594.6% | -475.6% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 3y: compounded portfolio wealth divided by compounded OUST 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…
3y analysis · Full analysis span regression · 6 months rolling