+6.7%
ONON vs NLY
+2.3%
+4.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.8% | +2.0% | +4.2% |
| 7D | +20.9% | +3.5% | +17.4% | +19.2% |
| 30D | +21.1% | +3.6% | +17.5% | +19.3% |
| 3M | +2.7% | -13.6% | +16.3% | +9.6% |
| 6M | +12.6% | -9.1% | +21.7% | +17.0% |
| YTD | -16.9% | -6.1% | -10.9% | -13.4% |
| 1Y | +6.7% | +0.7% | +6.0% | +17.7% |
| All | +6.7% | +2.3% | +4.4% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling