+292.5%
ROIV vs NLY
+40.8%
+251.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +16.9% | -4.0% | +20.9% | +18.6% |
| 30D | +12.9% | -5.2% | +18.1% | +15.2% |
| 3M | +37.3% | +2.8% | +34.5% | +35.6% |
| 6M | +38.0% | +4.2% | +33.8% | +35.7% |
| YTD | +88.1% | +4.7% | +83.4% | +84.1% |
| 1Y | +183.3% | +12.7% | +170.5% | +169.2% |
| 3Y | +254.6% | +62.5% | +192.1% | +194.3% |
| 5Y | +309.8% | +26.3% | +283.5% | +252.3% |
| All | +292.5% | +40.8% | +251.7% | +234.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling