+10.3%
C vs NLY
+1,239.1%
-1,228.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +2.6% | -0.4% | +3.0% | +2.8% |
| 30D | +1.9% | -1.3% | +3.2% | +2.6% |
| 3M | +2.8% | +7.6% | -4.8% | -1.5% |
| 6M | +30.6% | +8.9% | +21.7% | +24.1% |
| YTD | +19.9% | +8.1% | +11.8% | +14.2% |
| 1Y | +44.6% | +15.8% | +28.8% | +32.3% |
| 3Y | +272.1% | +70.2% | +202.0% | +172.4% |
| 5Y | +132.0% | +30.0% | +102.0% | +91.0% |
| 10Y | +294.7% | +86.8% | +207.8% | +156.2% |
| All | +10.3% | +1,239.1% | -1,228.7% | -54.1% |
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