+290.9%
BP vs NLY
+1,202.9%
-912.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.6% |
| 7D | +5.7% | -3.6% | +9.4% | +6.8% |
| 30D | +8.1% | -4.9% | +13.0% | +9.5% |
| 3M | +8.6% | +6.2% | +2.4% | +6.5% |
| 6M | +18.1% | +4.5% | +13.6% | +15.9% |
| YTD | +37.6% | +5.1% | +32.5% | +34.6% |
| 1Y | +39.4% | +13.5% | +25.9% | +33.3% |
| 3Y | +40.1% | +65.6% | -25.5% | +19.5% |
| 5Y | +141.3% | +26.9% | +114.4% | +118.3% |
| 10Y | +136.0% | +81.8% | +54.2% | +90.7% |
| All | +290.9% | +1,202.9% | -912.0% | +157.6% |
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