+750.4%
OMC vs NLY
+1,197.0%
-446.6%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -4.4% | -4.0% | -0.4% | -3.3% |
| 30D | -7.6% | -5.2% | -2.4% | -6.2% |
| 3M | +4.5% | +2.8% | +1.7% | +3.8% |
| 6M | -0.3% | +4.2% | -4.5% | -1.5% |
| YTD | -0.1% | +4.7% | -4.8% | -1.6% |
| 1Y | +4.6% | +12.7% | -8.1% | +0.9% |
| 3Y | +10.5% | +62.5% | -52.1% | -3.6% |
| 5Y | +31.7% | +26.3% | +5.4% | +20.9% |
| 10Y | +33.5% | +81.0% | -47.5% | +9.3% |
| All | +750.4% | +1,197.0% | -446.6% | +390.6% |
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 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