-7.8%
SOFI vs ROK
+17.7%
-25.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.4% |
| 7D | -2.9% | +0.2% | -3.0% | -2.9% |
| 30D | -4.4% | -1.8% | -2.6% | -3.5% |
| 3M | +5.2% | -7.2% | +12.4% | +7.5% |
| 6M | -7.8% | +14.2% | -21.9% | -15.8% |
| All | -7.8% | +17.7% | -25.5% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 6mo: compounded portfolio wealth divided by compounded ROK 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…
6mo analysis · Full analysis span regression · 6 months rolling