-40.8%
SOFI vs RIO
+29.3%
-70.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.6% | 0.0% | +1.8% |
| 7D | +1.4% | -1.6% | +3.0% | +2.1% |
| 30D | +9.2% | -11.6% | +20.8% | +15.7% |
| 3M | -7.1% | -12.7% | +5.7% | -0.9% |
| 6M | +7.3% | -12.4% | +19.7% | +12.9% |
| YTD | -33.6% | +11.0% | -44.6% | -37.6% |
| 1Y | -40.8% | +30.8% | -71.7% | -57.0% |
| All | -40.8% | +29.3% | -70.2% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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