+12.7%
NLY vs OUST
+24.9%
-12.1%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.5% |
| 7D | -4.0% | -3.0% | -1.0% | -3.9% |
| 30D | -5.2% | -23.4% | +18.2% | -4.7% |
| 3M | +2.8% | -10.8% | +13.6% | +2.4% |
| 6M | +4.2% | +42.7% | -38.5% | +1.2% |
| YTD | +4.7% | +63.3% | -58.6% | +1.7% |
| 1Y | +12.7% | +15.0% | -2.2% | +9.3% |
| All | +12.7% | +24.9% | -12.1% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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