+47.5%
ROK vs NLY
+25.6%
+21.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +1.9% |
| 7D | -1.2% | -4.0% | +2.7% | +0.7% |
| 30D | -4.8% | -5.2% | +0.4% | -2.3% |
| 3M | -6.1% | +2.8% | -8.9% | -7.4% |
| 6M | +15.5% | +4.2% | +11.3% | +13.0% |
| YTD | +11.2% | +4.7% | +6.5% | +8.4% |
| 1Y | +23.8% | +12.7% | +11.1% | +16.1% |
| 3Y | +53.1% | +62.5% | -9.4% | +20.6% |
| All | +47.5% | +25.6% | +21.9% | +28.0% |
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 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