+119.7%
OKTA vs NLY
+2.3%
+117.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | -0.3% |
| 7D | -14.2% | +3.5% | -17.7% | -15.0% |
| 30D | -12.5% | +3.6% | -16.1% | -13.4% |
| 3M | +29.2% | -13.6% | +42.8% | +37.6% |
| 6M | +147.3% | -9.1% | +156.5% | +157.7% |
| YTD | +120.9% | -6.1% | +127.0% | +128.5% |
| 1Y | +119.7% | +0.7% | +119.0% | +122.8% |
| All | +119.7% | +2.3% | +117.4% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 1y: compounded portfolio wealth divided by compounded NLY 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…
1y analysis · Full analysis span regression · 6 months rolling