-12.8%
BKNG vs NLY
+20.9%
-33.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | -6.0% | -1.0% | -5.0% | -5.5% |
| 30D | -6.6% | +0.6% | -7.2% | -6.9% |
| 3M | +15.7% | +10.8% | +4.9% | +11.1% |
| 6M | +14.1% | +6.2% | +7.9% | +10.6% |
| YTD | -9.3% | +9.0% | -18.4% | -12.5% |
| 1Y | -12.8% | +19.3% | -32.1% | -18.5% |
| All | -12.8% | +20.9% | -33.6% | -18.5% |
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 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