+84.8%
OKTA vs NLY
+64.2%
+20.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.4% |
| 7D | -2.4% | -4.0% | +1.6% | -0.2% |
| 30D | +13.0% | -5.2% | +18.3% | +16.6% |
| 3M | +41.7% | +2.8% | +38.9% | +40.0% |
| 6M | +105.9% | +4.2% | +101.7% | +100.9% |
| YTD | +92.6% | +4.7% | +87.9% | +86.5% |
| 1Y | +81.1% | +12.7% | +68.3% | +67.3% |
| 3Y | +84.8% | +62.5% | +22.3% | +33.7% |
| All | +84.8% | +64.2% | +20.7% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling