-32.7%
SOFI vs RCL
+292.5%
-325.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.0% |
| 3M | -16.3% | +4.9% | -21.3% | -18.9% |
| 6M | +0.7% | +23.7% | -23.0% | -12.0% |
| YTD | -41.1% | +17.8% | -58.9% | -49.2% |
| 1Y | -45.7% | +28.9% | -74.6% | -56.2% |
| 3Y | +119.0% | +241.9% | -122.8% | -4.5% |
| All | -32.7% | +292.5% | -325.2% | -75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling