+36.6%
OKE vs NLY
+0.3%
+36.3%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.2% | -2.7% |
| 7D | -9.0% | +2.1% | -11.0% | -8.5% |
| 30D | -2.3% | +2.3% | -4.6% | -1.8% |
| 3M | 0.0% | -13.7% | +13.6% | -2.9% |
| 6M | -2.0% | -9.6% | +7.7% | -3.4% |
| YTD | +23.2% | -6.5% | +29.6% | +21.3% |
| 1Y | +36.6% | -0.6% | +37.2% | +30.6% |
| All | +36.6% | +0.3% | +36.3% | +30.6% |
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