+398.8%
OSCR vs NLY
+64.2%
+334.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.9% |
| 7D | +1.6% | -4.0% | +5.6% | +4.5% |
| 30D | +10.7% | -5.2% | +15.9% | +14.9% |
| 3M | +13.4% | +2.8% | +10.5% | +10.8% |
| 6M | +144.6% | +4.2% | +140.3% | +136.0% |
| YTD | +128.0% | +4.7% | +123.4% | +118.5% |
| 1Y | +68.7% | +12.7% | +55.9% | +52.4% |
| 3Y | +398.8% | +62.5% | +336.2% | +191.8% |
| All | +398.8% | +64.2% | +334.6% | +191.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling