-15.2%
BTDR vs NLY
+12.5%
-27.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +4.1% |
| 7D | -3.4% | -4.0% | +0.6% | +0.1% |
| 30D | +32.6% | -5.2% | +37.8% | +38.6% |
| 3M | -32.2% | +2.8% | -35.1% | -34.0% |
| 6M | +52.4% | +4.2% | +48.2% | +46.6% |
| YTD | +6.7% | +4.7% | +2.0% | +4.8% |
| 1Y | -15.2% | +12.7% | -28.0% | -21.9% |
| All | -15.2% | +12.5% | -27.8% | -21.9% |
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 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