+23.9%
OMC vs NLY
+2.3%
+21.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.8% | +1.4% | +3.7% |
| 7D | +12.5% | +3.5% | +9.0% | +11.1% |
| 30D | +16.3% | +3.6% | +12.7% | +14.7% |
| 3M | +8.1% | -13.6% | +21.7% | +12.6% |
| 6M | +17.2% | -9.1% | +26.3% | +21.0% |
| YTD | +11.8% | -6.1% | +17.8% | +12.9% |
| 1Y | +23.9% | +0.7% | +23.2% | +21.8% |
| All | +23.9% | +2.3% | +21.6% | +21.8% |
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