-73.5%
OPEN vs NLY
+12.5%
-86.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.1% |
| 7D | -11.4% | -4.0% | -7.4% | -7.5% |
| 30D | -20.1% | -5.2% | -14.8% | -15.3% |
| 3M | -37.6% | +2.8% | -40.4% | -38.2% |
| 6M | -47.1% | +4.2% | -51.3% | -48.4% |
| YTD | -52.1% | +4.7% | -56.8% | -51.9% |
| 1Y | -73.5% | +12.7% | -86.2% | -74.7% |
| All | -73.5% | +12.5% | -86.0% | -74.7% |
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