+69.1%
OTIS vs NLY
+151.1%
-82.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.2% | +1.9% |
| 7D | -3.0% | -4.0% | +1.0% | -1.8% |
| 30D | -6.0% | -5.2% | -0.8% | -4.5% |
| 3M | -0.9% | +2.8% | -3.7% | -1.7% |
| 6M | -17.3% | +4.2% | -21.5% | -18.4% |
| YTD | -19.6% | +4.7% | -24.2% | -20.7% |
| 1Y | -21.0% | +12.7% | -33.8% | -23.9% |
| 3Y | -12.1% | +62.5% | -74.6% | -24.0% |
| 5Y | -17.1% | +26.3% | -43.4% | -24.8% |
| All | +69.1% | +151.1% | -82.1% | +37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling