+795.1%
BKNG vs NLY
+1,359.0%
-563.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.5% |
| 7D | -10.7% | -3.6% | -7.0% | -9.5% |
| 30D | -18.1% | -4.9% | -13.2% | -16.6% |
| 3M | +8.5% | +6.2% | +2.3% | +6.3% |
| 6M | -0.1% | +4.5% | -4.6% | -1.6% |
| YTD | -18.2% | +5.1% | -23.4% | -19.8% |
| 1Y | -19.9% | +13.5% | -33.4% | -23.6% |
| 3Y | +41.6% | +65.6% | -24.0% | +17.1% |
| 5Y | +93.1% | +26.9% | +66.2% | +73.2% |
| 10Y | +214.8% | +81.8% | +133.0% | +141.4% |
| All | +795.1% | +1,359.0% | -563.9% | +220.3% |
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