+32.9%
SOFI vs OUST
-74.9%
+107.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +14.0% | -12.9% | -2.9% |
| 7D | -3.3% | +17.0% | -20.3% | -7.9% |
| 30D | +3.5% | -16.5% | +20.0% | +8.0% |
| 3M | -10.4% | -23.7% | +13.2% | -5.3% |
| 6M | -0.6% | +18.4% | -18.9% | -13.9% |
| YTD | -38.1% | +60.8% | -98.9% | -51.9% |
| 1Y | -40.3% | +44.2% | -84.5% | -52.3% |
| 3Y | +116.4% | +668.1% | -551.7% | -18.1% |
| 5Y | -28.2% | -48.8% | +20.7% | -37.6% |
| All | +32.9% | -74.9% | +107.7% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling