+3,711.6%
ROL vs NLY
+1,202.9%
+2,508.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.8% |
| 7D | -3.2% | -3.6% | +0.4% | -2.2% |
| 30D | -6.6% | -4.9% | -1.7% | -5.3% |
| 3M | -27.3% | +6.2% | -33.5% | -28.6% |
| 6M | -38.1% | +4.5% | -42.6% | -39.0% |
| YTD | -41.8% | +5.1% | -46.9% | -42.8% |
| 1Y | -37.8% | +13.5% | -51.3% | -40.2% |
| 3Y | -0.3% | +65.6% | -65.9% | -14.7% |
| 5Y | -5.1% | +26.9% | -32.0% | -14.0% |
| 10Y | +208.4% | +81.8% | +126.6% | +139.9% |
| All | +3,711.6% | +1,202.9% | +2,508.6% | +2,009.8% |
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