+10.3%
ROP vs NLY
+2.3%
+8.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.8% | +0.1% | +3.4% |
| 7D | +11.7% | +3.5% | +8.2% | +11.2% |
| 30D | +35.5% | +3.6% | +31.8% | +34.6% |
| 3M | +25.3% | -13.6% | +38.9% | +24.8% |
| 6M | +38.9% | -9.1% | +48.0% | +39.0% |
| YTD | +11.4% | -6.1% | +17.4% | +9.8% |
| 1Y | +10.3% | +0.7% | +9.6% | +7.9% |
| All | +10.3% | +2.3% | +8.0% | +7.9% |
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