+423.6%
COMP vs NLY
+56.9%
+366.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.1% |
| 7D | 0.0% | -5.9% | +5.9% | +8.1% |
| 30D | +16.6% | -2.8% | +19.4% | +21.3% |
| 3M | -23.5% | -21.6% | -1.9% | +5.4% |
| 6M | +25.7% | -14.5% | +40.3% | +55.8% |
| YTD | -3.4% | -12.4% | +9.0% | +16.3% |
| 1Y | +7.6% | -7.3% | +14.8% | +19.9% |
| 3Y | +423.6% | +54.8% | +368.8% | +156.5% |
| All | +423.6% | +56.9% | +366.6% | +156.5% |
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