+41.1%
SOFI vs OKTA
-33.5%
+74.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.3% |
| 7D | -7.0% | +0.4% | -7.4% | -7.3% |
| 30D | -4.3% | +13.8% | -18.1% | -11.9% |
| 3M | +8.4% | +48.9% | -40.5% | -12.9% |
| 6M | -5.9% | +114.9% | -120.8% | -39.3% |
| YTD | -34.3% | +97.9% | -132.1% | -56.3% |
| 1Y | -32.6% | +89.7% | -122.2% | -54.1% |
| 3Y | +101.3% | +95.8% | +5.5% | +24.8% |
| 5Y | +12.6% | -32.6% | +45.2% | +27.5% |
| All | +41.1% | -33.5% | +74.6% | +43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling