+59.8%
ON vs NLY
+25.6%
+34.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.5% | +9.0% | +8.8% |
| 7D | +2.4% | -4.0% | +6.4% | +5.2% |
| 30D | -8.6% | -5.2% | -3.4% | -5.3% |
| 3M | -34.3% | +2.8% | -37.2% | -36.1% |
| 6M | +28.5% | +4.2% | +24.3% | +23.3% |
| YTD | +40.6% | +4.7% | +35.9% | +34.5% |
| 1Y | +55.3% | +12.7% | +42.6% | +40.4% |
| 3Y | -22.2% | +62.5% | -84.7% | -45.0% |
| All | +59.8% | +25.6% | +34.2% | +63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling