+30.9%
OWL vs NLY
+39.2%
-8.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.6% |
| 7D | -10.1% | -4.0% | -6.1% | -7.4% |
| 30D | -11.9% | -5.2% | -6.7% | -8.4% |
| 3M | +10.7% | +2.8% | +7.9% | +8.9% |
| 6M | +22.1% | +4.2% | +17.9% | +19.0% |
| YTD | -24.8% | +4.7% | -29.5% | -27.1% |
| 1Y | -39.2% | +12.7% | -51.9% | -44.0% |
| 3Y | +1.7% | +62.5% | -60.8% | -27.8% |
| 5Y | -15.5% | +26.3% | -41.8% | -27.6% |
| All | +30.9% | +39.2% | -8.3% | +3.6% |
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