+0.1%
ROL vs NLY
+64.2%
-64.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.6% |
| 7D | -3.2% | -4.0% | +0.8% | -2.2% |
| 30D | -4.9% | -5.2% | +0.3% | -3.7% |
| 3M | -25.8% | +2.8% | -28.7% | -26.4% |
| 6M | -37.6% | +4.2% | -41.8% | -38.4% |
| YTD | -41.5% | +4.7% | -46.1% | -42.4% |
| 1Y | -39.5% | +12.7% | -52.2% | -41.6% |
| 3Y | +0.1% | +62.5% | -62.4% | -9.2% |
| All | +0.1% | +64.2% | -64.0% | -9.2% |
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 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