-40.8%
SOFI vs RRC
+44.7%
-85.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.5% | +7.2% | +3.2% |
| 7D | +1.4% | -6.8% | +8.2% | +0.6% |
| 30D | +9.2% | +34.7% | -25.6% | +15.6% |
| 3M | -7.1% | +31.5% | -38.6% | -1.9% |
| 6M | +7.3% | +21.8% | -14.5% | +13.1% |
| YTD | -33.6% | +48.9% | -82.5% | -31.0% |
| 1Y | -40.8% | +42.1% | -82.9% | -37.7% |
| All | -40.8% | +44.7% | -85.5% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling