+249.7%
ONTO vs NLY
+26.0%
+223.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.7% | -0.7% | -1.6% |
| 7D | +6.5% | -3.6% | +10.2% | +9.2% |
| 30D | -15.9% | -4.9% | -11.0% | -13.1% |
| 3M | -0.2% | +6.2% | -6.3% | -4.3% |
| 6M | +38.7% | +4.5% | +34.3% | +34.7% |
| YTD | +70.4% | +5.1% | +65.2% | +64.9% |
| 1Y | +153.6% | +13.5% | +140.1% | +132.8% |
| 3Y | +109.2% | +65.6% | +43.6% | +52.6% |
| 5Y | +249.7% | +26.9% | +222.8% | +247.6% |
| All | +249.7% | +26.0% | +223.7% | +247.6% |
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