-26.7%
COMP vs NLY
+25.6%
-52.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.2% | +4.3% |
| 7D | -5.5% | -4.0% | -1.5% | -0.2% |
| 30D | -17.4% | -5.2% | -12.2% | -11.1% |
| 3M | +24.4% | +2.8% | +21.5% | +20.7% |
| 6M | +21.8% | +4.2% | +17.6% | +17.6% |
| YTD | -0.6% | +4.7% | -5.2% | -5.2% |
| 1Y | +11.5% | +12.7% | -1.3% | -3.9% |
| 3Y | +220.4% | +62.5% | +157.9% | +72.3% |
| All | -26.7% | +25.6% | -52.2% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling