+629.3%
ON vs NLY
+81.8%
+547.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.5% | +9.0% | +8.8% |
| 7D | +2.4% | -4.0% | +6.4% | +5.1% |
| 30D | -8.6% | -5.2% | -3.4% | -5.5% |
| 3M | -34.3% | +2.8% | -37.2% | -35.9% |
| 6M | +28.5% | +4.2% | +24.3% | +23.8% |
| YTD | +40.6% | +4.7% | +35.9% | +35.0% |
| 1Y | +55.3% | +12.7% | +42.6% | +41.6% |
| 3Y | -22.2% | +62.5% | -84.7% | -43.9% |
| 5Y | +62.4% | +26.3% | +36.1% | +36.6% |
| All | +629.3% | +81.8% | +547.5% | +463.3% |
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