+49.3%
SOFI vs RRC
+536.1%
-486.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | +0.9% | +1.3% | -0.4% | +0.5% |
| 30D | -0.2% | +10.1% | -10.3% | -2.6% |
| 3M | +6.2% | +4.0% | +2.2% | +4.6% |
| 6M | -2.6% | +1.6% | -4.2% | -4.0% |
| YTD | -30.4% | +19.7% | -50.1% | -34.7% |
| 1Y | -28.2% | +21.4% | -49.6% | -33.1% |
| 3Y | +107.3% | +29.7% | +77.6% | +91.4% |
| 5Y | +20.2% | +153.9% | -133.7% | -2.9% |
| All | +49.3% | +536.1% | -486.8% | +39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling