-47.8%
COMP vs NLY
+28.1%
-75.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.2% | +4.3% |
| 7D | -5.5% | -4.0% | -1.5% | -0.3% |
| 30D | -17.4% | -5.2% | -12.2% | -11.2% |
| 3M | +24.4% | +2.8% | +21.5% | +20.7% |
| 6M | +21.8% | +4.2% | +17.6% | +17.8% |
| YTD | -0.6% | +4.7% | -5.2% | -5.0% |
| 1Y | +11.5% | +12.7% | -1.3% | -3.5% |
| 3Y | +220.4% | +62.5% | +157.9% | +75.4% |
| 5Y | -26.6% | +26.3% | -52.9% | -43.2% |
| All | -47.8% | +28.1% | -75.9% | -59.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling