+361.0%
ORLY vs NLY
+81.8%
+279.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.5% |
| 7D | -2.4% | -4.0% | +1.6% | -1.3% |
| 30D | -6.8% | -5.2% | -1.5% | -5.5% |
| 3M | -4.8% | +2.8% | -7.6% | -5.5% |
| 6M | -9.1% | +4.2% | -13.3% | -10.2% |
| YTD | -5.9% | +4.7% | -10.6% | -7.3% |
| 1Y | -20.4% | +12.7% | -33.1% | -23.1% |
| 3Y | +36.6% | +62.5% | -26.0% | +18.8% |
| 5Y | +117.3% | +26.3% | +91.0% | +100.4% |
| All | +361.0% | +81.8% | +279.2% | +268.2% |
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