+42.0%
SOFI vs ROK
+86.1%
-44.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.2% |
| 7D | -2.9% | +0.2% | -3.0% | -3.0% |
| 30D | -4.4% | -1.8% | -2.6% | -2.9% |
| 3M | +5.2% | -7.2% | +12.4% | +10.6% |
| 6M | -7.8% | +14.2% | -21.9% | -18.7% |
| YTD | -33.8% | +10.6% | -44.4% | -40.5% |
| 1Y | -33.3% | +25.9% | -59.2% | -45.7% |
| 3Y | +102.7% | +50.8% | +51.9% | +39.7% |
| 5Y | +10.5% | +47.0% | -36.6% | -26.3% |
| All | +42.0% | +86.1% | -44.0% | -17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling