-76.0%
BTDR vs NLY
+0.3%
-76.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.4% | -18.3% | -18.4% |
| 7D | -29.9% | +2.1% | -32.0% | -31.1% |
| 30D | -51.3% | +2.3% | -53.7% | -52.3% |
| 3M | -52.0% | -13.7% | -38.3% | -44.4% |
| 6M | -57.5% | -9.6% | -47.8% | -52.7% |
| YTD | -52.6% | -6.5% | -46.2% | -49.4% |
| 1Y | -76.0% | -0.6% | -75.4% | -77.6% |
| All | -76.0% | +0.3% | -76.3% | -77.6% |
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 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