+119.0%
SOFI vs RCL
+255.6%
-136.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.6% |
| 7D | -4.9% | -1.2% | -3.7% | -4.2% |
| 30D | +8.4% | +17.8% | -9.4% | -0.5% |
| 3M | -16.3% | +4.9% | -21.3% | -18.7% |
| 6M | +0.7% | +23.7% | -23.0% | -11.3% |
| YTD | -41.1% | +17.8% | -58.9% | -48.9% |
| 1Y | -45.7% | +28.9% | -74.6% | -56.2% |
| 3Y | +119.0% | +241.9% | -122.8% | -13.6% |
| All | +119.0% | +255.6% | -136.6% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling