+1,107.2%
ALL vs NLY
+1,202.9%
-95.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.2% |
| 7D | -4.3% | -3.6% | -0.7% | -3.1% |
| 30D | -3.6% | -4.9% | +1.3% | -2.0% |
| 3M | +13.2% | +6.2% | +7.0% | +10.7% |
| 6M | +22.5% | +4.5% | +18.0% | +20.2% |
| YTD | +22.7% | +5.1% | +17.6% | +19.9% |
| 1Y | +28.3% | +13.5% | +14.8% | +22.0% |
| 3Y | +152.0% | +65.6% | +86.4% | +108.2% |
| 5Y | +115.4% | +26.9% | +88.5% | +90.4% |
| 10Y | +361.5% | +81.8% | +279.7% | +247.6% |
| All | +1,107.2% | +1,202.9% | -95.7% | +629.4% |
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