+53.1%
ROK vs NLY
+64.2%
-11.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +1.9% |
| 7D | -1.2% | -4.0% | +2.7% | +1.0% |
| 30D | -4.8% | -5.2% | +0.4% | -2.0% |
| 3M | -6.1% | +2.8% | -8.9% | -7.7% |
| 6M | +15.5% | +4.2% | +11.3% | +12.6% |
| YTD | +11.2% | +4.7% | +6.5% | +7.9% |
| 1Y | +23.8% | +12.7% | +11.1% | +14.8% |
| 3Y | +53.1% | +62.5% | -9.4% | +18.0% |
| All | +53.1% | +64.2% | -11.1% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling