+26.4%
SOFI vs RL
+314.8%
-288.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -0.6% |
| 7D | -4.9% | +2.6% | -7.5% | -6.4% |
| 30D | +8.4% | +2.9% | +5.5% | +6.7% |
| 3M | -16.3% | 0.0% | -16.3% | -16.4% |
| 6M | +0.7% | +17.1% | -16.4% | -10.6% |
| YTD | -41.1% | +10.1% | -51.2% | -46.2% |
| 1Y | -45.7% | +17.3% | -63.0% | -52.6% |
| 3Y | +119.0% | +249.3% | -130.3% | -6.1% |
| 5Y | -32.2% | +240.9% | -273.2% | -72.1% |
| All | +26.4% | +314.8% | -288.4% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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