-5.9%
SOFI vs OKTA
+114.6%
-120.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.5% |
| 7D | -7.0% | +0.4% | -7.4% | -7.1% |
| 30D | -4.3% | +13.8% | -18.1% | -7.5% |
| 3M | +8.4% | +48.9% | -40.5% | -3.5% |
| 6M | -5.9% | +114.9% | -120.8% | -24.8% |
| All | -5.9% | +114.6% | -120.5% | -24.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling