+147.9%
OXY vs NLY
+25.6%
+122.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.6% |
| 7D | +2.8% | -4.0% | +6.8% | +4.2% |
| 30D | +5.5% | -5.2% | +10.7% | +7.3% |
| 3M | +11.3% | +2.8% | +8.5% | +9.7% |
| 6M | +11.6% | +4.2% | +7.4% | +8.5% |
| YTD | +51.6% | +4.7% | +46.9% | +46.7% |
| 1Y | +36.2% | +12.7% | +23.5% | +27.5% |
| 3Y | +1.7% | +62.5% | -60.8% | -18.8% |
| All | +147.9% | +25.6% | +122.3% | +189.8% |
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