+298.8%
ROIV vs NLY
+46.0%
+252.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.4% | +19.1% | +18.9% |
| 7D | +20.2% | +0.4% | +19.7% | +19.9% |
| 30D | +14.1% | -1.4% | +15.5% | +14.7% |
| 3M | +45.6% | +12.0% | +33.6% | +39.3% |
| 6M | +44.1% | +8.3% | +35.8% | +39.6% |
| YTD | +91.2% | +8.6% | +82.6% | +84.5% |
| 1Y | +221.3% | +16.9% | +204.4% | +201.2% |
| 3Y | +229.2% | +71.0% | +158.2% | +168.3% |
| 5Y | +316.5% | +31.1% | +285.4% | +253.1% |
| All | +298.8% | +46.0% | +252.8% | +235.2% |
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