+28.1%
SOFI vs RL
+319.6%
-291.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.4% |
| 7D | -2.6% | +2.4% | -4.9% | -4.0% |
| 30D | +2.6% | +4.6% | -2.0% | -0.1% |
| 3M | -12.9% | -1.1% | -11.8% | -12.4% |
| 6M | -1.7% | +16.5% | -18.2% | -12.4% |
| YTD | -40.3% | +11.4% | -51.7% | -45.8% |
| 1Y | -51.5% | +16.1% | -67.6% | -57.3% |
| 3Y | +125.2% | +252.6% | -127.4% | -4.0% |
| 5Y | -31.3% | +244.9% | -276.2% | -71.9% |
| All | +28.1% | +319.6% | -291.5% | -53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling