+86.9%
CBOE vs NLY
+64.2%
+22.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -2.3% |
| 7D | -5.8% | -4.0% | -1.8% | -6.0% |
| 30D | -3.1% | -5.2% | +2.1% | -3.5% |
| 3M | -4.8% | +2.8% | -7.6% | -4.8% |
| 6M | -0.6% | +4.2% | -4.8% | -0.7% |
| YTD | +12.8% | +4.7% | +8.1% | +12.7% |
| 1Y | +19.8% | +12.7% | +7.0% | +19.7% |
| 3Y | +86.9% | +62.5% | +24.4% | +88.3% |
| All | +86.9% | +64.2% | +22.8% | +88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling