+3,522.4%
BHP vs NLY
+1,197.0%
+2,325.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.1% |
| 7D | -3.6% | -4.0% | +0.4% | -2.2% |
| 30D | -1.2% | -5.2% | +4.1% | +0.7% |
| 3M | +1.2% | +2.8% | -1.6% | +0.2% |
| 6M | +21.4% | +4.2% | +17.2% | +19.7% |
| YTD | +50.4% | +4.7% | +45.7% | +48.1% |
| 1Y | +67.5% | +12.7% | +54.8% | +60.4% |
| 3Y | +72.8% | +62.5% | +10.3% | +44.3% |
| 5Y | +112.6% | +26.3% | +86.3% | +90.0% |
| 10Y | +481.7% | +81.0% | +400.7% | +341.7% |
| All | +3,522.4% | +1,197.0% | +2,325.4% | +2,283.5% |
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