+608.2%
OKTA vs NLY
+54.0%
+554.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | -2.4% | -4.0% | +1.6% | -1.1% |
| 30D | +13.0% | -5.2% | +18.3% | +15.1% |
| 3M | +41.7% | +2.8% | +38.9% | +40.6% |
| 6M | +105.9% | +4.2% | +101.7% | +103.2% |
| YTD | +92.6% | +4.7% | +87.9% | +89.3% |
| 1Y | +81.1% | +12.7% | +68.3% | +73.6% |
| 3Y | +84.8% | +62.5% | +22.3% | +57.7% |
| 5Y | -34.4% | +26.3% | -60.8% | -41.7% |
| All | +608.2% | +54.0% | +554.2% | +527.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling