-21.7%
ONON vs NLY
+24.6%
-46.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.5% | +2.4% |
| 7D | -2.1% | -4.0% | +1.9% | +0.9% |
| 30D | -11.6% | -5.2% | -6.4% | -8.0% |
| 3M | -30.1% | +2.8% | -32.9% | -31.8% |
| 6M | -30.5% | +4.2% | -34.7% | -32.9% |
| YTD | -41.0% | +4.7% | -45.7% | -43.5% |
| 1Y | -36.7% | +12.7% | -49.4% | -43.1% |
| 3Y | -8.6% | +62.5% | -71.2% | -39.7% |
| All | -21.7% | +24.6% | -46.3% | -19.4% |
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