-10.1%
OTIS vs NLY
+2.3%
-12.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.8% | 0.0% | +2.1% |
| 7D | +9.5% | +3.5% | +6.0% | +7.8% |
| 30D | +21.1% | +3.6% | +17.5% | +19.1% |
| 3M | +9.0% | -13.6% | +22.6% | +16.1% |
| 6M | +6.4% | -9.1% | +15.5% | +10.6% |
| YTD | -7.1% | -6.1% | -1.1% | -4.1% |
| 1Y | -10.1% | +0.7% | -10.8% | -11.0% |
| All | -10.1% | +2.3% | -12.4% | -11.0% |
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