+10.5%
SOFI vs RL
+233.3%
-222.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.3% | -0.4% | -1.5% |
| 7D | -2.9% | -0.3% | -2.6% | -2.7% |
| 30D | -4.4% | -17.5% | +13.2% | +8.7% |
| 3M | +5.2% | -14.0% | +19.2% | +15.5% |
| 6M | -7.8% | -2.0% | -5.8% | -9.6% |
| YTD | -33.8% | -4.6% | -29.2% | -34.1% |
| 1Y | -33.3% | +9.5% | -42.8% | -40.1% |
| 3Y | +102.7% | +200.5% | -97.8% | -16.3% |
| 5Y | +10.5% | +226.3% | -215.8% | -58.7% |
| All | +10.5% | +233.3% | -222.9% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling