+94.6%
SOFI vs OKTA
+90.2%
+4.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.6% |
| 7D | -4.9% | -2.4% | -2.5% | -4.2% |
| 30D | -3.5% | +13.0% | -16.5% | -9.0% |
| 3M | +3.9% | +41.7% | -37.8% | -10.8% |
| 6M | -6.5% | +105.9% | -112.5% | -32.8% |
| YTD | -33.8% | +92.6% | -126.4% | -51.4% |
| 1Y | -33.3% | +81.1% | -114.3% | -49.7% |
| 3Y | +94.6% | +84.8% | +9.8% | +37.7% |
| All | +94.6% | +90.2% | +4.4% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 3y: compounded portfolio wealth divided by compounded OKTA 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…
3y analysis · Full analysis span regression · 6 months rolling