+91.5%
OSCR vs NLY
+25.6%
+65.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.9% |
| 7D | +1.6% | -4.0% | +5.6% | +4.7% |
| 30D | +10.7% | -5.2% | +15.9% | +15.2% |
| 3M | +13.4% | +2.8% | +10.5% | +10.6% |
| 6M | +144.6% | +4.2% | +140.3% | +135.4% |
| YTD | +128.0% | +4.7% | +123.4% | +117.9% |
| 1Y | +68.7% | +12.7% | +55.9% | +51.5% |
| 3Y | +398.8% | +62.5% | +336.2% | +229.7% |
| All | +91.5% | +25.6% | +65.9% | +88.3% |
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