+119.2%
ORLY vs NLY
+25.6%
+93.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.4% |
| 7D | -2.4% | -4.0% | +1.6% | -1.7% |
| 30D | -6.8% | -5.2% | -1.5% | -6.0% |
| 3M | -4.8% | +2.8% | -7.6% | -5.2% |
| 6M | -9.1% | +4.2% | -13.3% | -9.8% |
| YTD | -5.9% | +4.7% | -10.6% | -6.8% |
| 1Y | -20.4% | +12.7% | -33.1% | -22.0% |
| 3Y | +36.6% | +62.5% | -26.0% | +26.2% |
| All | +119.2% | +25.6% | +93.6% | +125.4% |
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 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