+36.6%
BP vs NLY
+2.3%
+34.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.8% | -8.0% | -3.0% |
| 7D | -8.4% | +3.5% | -11.9% | -7.3% |
| 30D | +2.2% | +3.6% | -1.4% | +3.4% |
| 3M | +8.8% | -13.6% | +22.4% | +4.2% |
| 6M | -0.5% | -9.1% | +8.6% | -3.2% |
| YTD | +36.2% | -6.1% | +42.3% | +32.1% |
| 1Y | +36.6% | +0.7% | +35.8% | +29.5% |
| All | +36.6% | +2.3% | +34.3% | +29.5% |
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