+49.3%
SOFI vs RL
+276.0%
-226.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -2.8% |
| 7D | +0.9% | -0.8% | +1.7% | +1.4% |
| 30D | -0.2% | -7.8% | +7.6% | +4.5% |
| 3M | +6.2% | -4.0% | +10.2% | +7.9% |
| 6M | -2.6% | -1.9% | -0.7% | -4.2% |
| YTD | -30.4% | -0.2% | -30.2% | -32.5% |
| 1Y | -28.2% | +10.7% | -38.9% | -35.1% |
| 3Y | +107.3% | +210.8% | -103.5% | -4.5% |
| 5Y | +20.2% | +238.2% | -218.0% | -48.4% |
| All | +49.3% | +276.0% | -226.7% | -42.2% |
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