-9.6%
SOFI vs RDW
-0.7%
-8.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.2% |
| 7D | -4.9% | +0.9% | -5.8% | -5.2% |
| 30D | -3.5% | -21.3% | +17.8% | +2.6% |
| 3M | +3.9% | -37.9% | +41.8% | +15.3% |
| 6M | -6.5% | +12.3% | -18.8% | -16.3% |
| YTD | -33.8% | +39.7% | -73.6% | -46.8% |
| 1Y | -33.3% | +25.7% | -59.0% | -46.5% |
| 3Y | +94.6% | +230.8% | -136.2% | -8.4% |
| 5Y | +13.3% | -8.8% | +22.0% | -34.9% |
| All | -9.6% | -0.7% | -8.9% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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