+140.9%
NOK vs NLY
+12.5%
+128.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.3% | +4.8% |
| 7D | +11.0% | -4.0% | +15.0% | +10.5% |
| 30D | +7.8% | -5.2% | +13.1% | +7.2% |
| 3M | -21.0% | +2.8% | -23.8% | -20.4% |
| 6M | +40.9% | +4.2% | +36.7% | +40.4% |
| YTD | +72.0% | +4.7% | +67.4% | +74.6% |
| 1Y | +140.9% | +12.7% | +128.2% | +160.7% |
| All | +140.9% | +12.5% | +128.4% | +160.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling