+42.0%
SOFI vs RCL
+257.6%
-215.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | -4.9% | -1.9% | -3.0% | -3.9% |
| 30D | -3.5% | -15.5% | +12.1% | +5.6% |
| 3M | +3.9% | -9.7% | +13.6% | +8.9% |
| 6M | -6.5% | -8.7% | +2.2% | -3.6% |
| YTD | -33.8% | -5.8% | -28.1% | -34.7% |
| 1Y | -33.3% | -24.5% | -8.8% | -26.3% |
| 3Y | +94.6% | +173.9% | -79.3% | +5.4% |
| 5Y | +13.3% | +228.0% | -214.7% | -48.8% |
| All | +42.0% | +257.6% | -215.7% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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