+1,614.0%
NOC vs NLY
+1,197.0%
+417.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +0.8% | -4.0% | +4.8% | +1.5% |
| 30D | -9.7% | -5.2% | -4.5% | -8.9% |
| 3M | -5.6% | +2.8% | -8.5% | -6.2% |
| 6M | -28.6% | +4.2% | -32.8% | -29.2% |
| YTD | -7.9% | +4.7% | -12.5% | -8.8% |
| 1Y | -9.5% | +12.7% | -22.3% | -11.6% |
| 3Y | +28.4% | +62.5% | -34.2% | +16.7% |
| 5Y | +59.0% | +26.3% | +32.6% | +48.9% |
| 10Y | +191.3% | +81.0% | +110.3% | +150.1% |
| All | +1,614.0% | +1,197.0% | +417.0% | +1,039.3% |
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