+94.7%
SOFI vs ROL
-1.5%
+96.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.6% | -3.6% |
| 7D | -2.9% | -3.3% | +0.4% | -2.4% |
| 30D | -4.4% | -7.2% | +2.9% | -3.3% |
| 3M | +5.2% | -27.0% | +32.2% | +10.3% |
| 6M | -7.8% | -39.5% | +31.7% | +0.5% |
| YTD | -33.8% | -41.8% | +8.0% | -27.3% |
| 1Y | -33.3% | -38.9% | +5.6% | -27.5% |
| All | +94.7% | -1.5% | +96.2% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 3y: compounded portfolio wealth divided by compounded ROL 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…
3y analysis · Full analysis span regression · 6 months rolling