+217.2%
ON vs NLY
+1,275.5%
-1,058.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.5% | +9.0% | +8.7% |
| 7D | +2.4% | -4.0% | +6.4% | +4.3% |
| 30D | -8.6% | -5.2% | -3.4% | -6.4% |
| 3M | -34.3% | +2.8% | -37.2% | -35.5% |
| 6M | +28.5% | +4.2% | +24.3% | +25.3% |
| YTD | +40.6% | +4.7% | +35.9% | +36.8% |
| 1Y | +55.3% | +12.7% | +42.6% | +45.8% |
| 3Y | -22.2% | +62.5% | -84.7% | -37.9% |
| 5Y | +62.4% | +26.3% | +36.1% | +44.0% |
| 10Y | +642.1% | +81.0% | +561.1% | +461.8% |
| All | +217.2% | +1,275.5% | -1,058.2% | +50.8% |
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 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