-46.7%
SOFI vs RBRK
+46.1%
-92.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -11.1% | +3.4% | -4.3% |
| 7D | -8.9% | -20.9% | +12.0% | -2.3% |
| 30D | +1.8% | -15.9% | +17.7% | +7.1% |
| 3M | -12.1% | +24.7% | -36.8% | -18.7% |
| 6M | +0.1% | +85.1% | -85.0% | -17.9% |
| YTD | -38.7% | +38.3% | -77.0% | -50.9% |
| 1Y | -46.7% | +46.2% | -92.8% | -55.6% |
| All | -46.7% | +46.1% | -92.7% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling