+10.5%
SOFI vs ROL
-6.0%
+16.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.6% | -3.3% |
| 7D | -2.9% | -3.3% | +0.4% | -1.6% |
| 30D | -4.4% | -7.2% | +2.9% | -1.7% |
| 3M | +5.2% | -27.0% | +32.2% | +18.4% |
| 6M | -7.8% | -39.5% | +31.7% | +12.3% |
| YTD | -33.8% | -41.8% | +8.0% | -18.5% |
| 1Y | -33.3% | -38.9% | +5.6% | -20.2% |
| 3Y | +102.7% | -0.4% | +103.1% | +76.1% |
| 5Y | +10.5% | -4.2% | +14.7% | -9.5% |
| All | +10.5% | -6.0% | +16.4% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling