+41.1%
SOFI vs RL
+260.5%
-219.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | -7.0% | -2.2% | -4.8% | -5.8% |
| 30D | -4.3% | -15.3% | +11.1% | +5.9% |
| 3M | +8.4% | -10.3% | +18.8% | +15.1% |
| 6M | -5.9% | -2.2% | -3.7% | -7.3% |
| YTD | -34.3% | -4.3% | -30.0% | -34.5% |
| 1Y | -32.6% | +8.9% | -41.4% | -38.4% |
| 3Y | +101.3% | +201.4% | -100.1% | -5.5% |
| 5Y | +12.6% | +230.6% | -218.0% | -50.5% |
| All | +41.1% | +260.5% | -219.4% | -43.9% |
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