+168.9%
OVV vs NLY
+494.1%
-325.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -3.7% | +0.4% | -4.2% | -3.9% |
| 30D | +8.0% | -1.4% | +9.4% | +8.5% |
| 3M | +11.3% | +12.0% | -0.8% | +5.6% |
| 6M | +24.0% | +8.3% | +15.7% | +18.4% |
| YTD | +65.3% | +8.6% | +56.7% | +57.5% |
| 1Y | +60.2% | +16.9% | +43.2% | +47.7% |
| 3Y | +46.9% | +71.0% | -24.1% | +14.8% |
| 5Y | +158.7% | +31.1% | +127.7% | +123.5% |
| 10Y | +50.8% | +81.0% | -30.2% | +22.7% |
| All | +168.9% | +494.1% | -325.2% | +56.7% |
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