+4,485.7%
ROK vs NLY
+1,197.0%
+3,288.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +1.8% |
| 7D | -1.2% | -4.0% | +2.7% | +0.1% |
| 30D | -4.8% | -5.2% | +0.4% | -3.0% |
| 3M | -6.1% | +2.8% | -8.9% | -7.0% |
| 6M | +15.5% | +4.2% | +11.3% | +13.8% |
| YTD | +11.2% | +4.7% | +6.5% | +9.3% |
| 1Y | +23.8% | +12.7% | +11.1% | +18.5% |
| 3Y | +53.1% | +62.5% | -9.4% | +29.1% |
| 5Y | +48.3% | +26.3% | +22.0% | +33.9% |
| 10Y | +357.4% | +81.0% | +276.4% | +257.6% |
| All | +4,485.7% | +1,197.0% | +3,288.7% | +2,305.1% |
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