+17.6%
ONDS vs NLY
+40.8%
-23.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.1% |
| 7D | -5.1% | -4.0% | -1.1% | -1.6% |
| 30D | -26.0% | -5.2% | -20.8% | -22.3% |
| 3M | -26.4% | +2.8% | -29.3% | -28.5% |
| 6M | -26.4% | +4.2% | -30.7% | -29.2% |
| YTD | -25.9% | +4.7% | -30.6% | -29.2% |
| 1Y | +12.6% | +12.7% | -0.1% | 0.0% |
| 3Y | +706.9% | +62.5% | +644.4% | +413.6% |
| 5Y | -2.4% | +26.3% | -28.8% | -13.8% |
| All | +17.6% | +40.8% | -23.2% | -11.1% |
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