+138.6%
NOK vs NLY
+81.8%
+56.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.3% | +5.0% |
| 7D | +11.0% | -4.0% | +15.0% | +12.4% |
| 30D | +7.8% | -5.2% | +13.1% | +9.7% |
| 3M | -21.0% | +2.8% | -23.8% | -21.9% |
| 6M | +40.9% | +4.2% | +36.7% | +38.3% |
| YTD | +72.0% | +4.7% | +67.4% | +68.3% |
| 1Y | +140.9% | +12.7% | +128.2% | +129.2% |
| 3Y | +194.3% | +62.5% | +131.7% | +144.8% |
| 5Y | +112.5% | +26.3% | +86.2% | +88.7% |
| All | +138.6% | +81.8% | +56.7% | +99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling