+42.0%
SOFI vs OKE
+244.2%
-202.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.1% |
| 7D | -4.9% | +1.2% | -6.2% | -5.7% |
| 30D | -3.5% | +4.5% | -7.9% | -6.3% |
| 3M | +3.9% | +9.6% | -5.7% | -3.8% |
| 6M | -6.5% | +15.4% | -21.9% | -18.4% |
| YTD | -33.8% | +36.5% | -70.3% | -49.5% |
| 1Y | -33.3% | +39.0% | -72.3% | -50.2% |
| 3Y | +94.6% | +74.3% | +20.3% | +26.8% |
| 5Y | +13.3% | +141.2% | -127.9% | -39.0% |
| All | +42.0% | +244.2% | -202.2% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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