+39.8%
BKNG vs NLY
+64.9%
-25.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.6% |
| 7D | -10.7% | -3.6% | -7.0% | -9.3% |
| 30D | -18.1% | -4.9% | -13.2% | -16.4% |
| 3M | +8.5% | +6.2% | +2.3% | +6.1% |
| 6M | -0.1% | +4.5% | -4.6% | -1.7% |
| YTD | -18.2% | +5.1% | -23.4% | -19.9% |
| 1Y | -19.9% | +13.5% | -33.4% | -23.9% |
| All | +39.8% | +64.9% | -25.1% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling