+41.1%
SOFI vs RRX
+39.5%
+1.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.4% |
| 7D | -7.0% | -3.7% | -3.3% | -5.0% |
| 30D | -4.3% | -9.3% | +5.0% | +1.0% |
| 3M | +8.4% | -21.8% | +30.2% | +21.7% |
| 6M | -5.9% | -22.0% | +16.1% | +3.1% |
| YTD | -34.3% | +11.9% | -46.2% | -44.5% |
| 1Y | -32.6% | +11.6% | -44.2% | -43.5% |
| 3Y | +101.3% | +2.2% | +99.1% | +73.8% |
| 5Y | +12.6% | +14.9% | -2.3% | -10.1% |
| All | +41.1% | +39.5% | +1.5% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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