-22.1%
ROP vs NLY
+20.9%
-42.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | -4.4% | -1.0% | -3.4% | -4.4% |
| 30D | +3.2% | +0.6% | +2.6% | +3.2% |
| 3M | +23.1% | +10.8% | +12.2% | +23.4% |
| 6M | +13.3% | +6.2% | +7.1% | +12.9% |
| YTD | -7.9% | +9.0% | -16.9% | -9.3% |
| 1Y | -22.1% | +19.3% | -41.4% | -25.7% |
| All | -22.1% | +20.9% | -42.9% | -25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling