+6,943.4%
COST vs NLY
+1,197.0%
+5,746.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.4% |
| 7D | -1.2% | -4.0% | +2.8% | -0.4% |
| 30D | -4.7% | -5.2% | +0.5% | -3.7% |
| 3M | -7.1% | +2.8% | -10.0% | -7.7% |
| 6M | -8.5% | +4.2% | -12.7% | -9.5% |
| YTD | +5.4% | +4.7% | +0.7% | +4.1% |
| 1Y | -5.6% | +12.7% | -18.4% | -8.3% |
| 3Y | +68.5% | +62.5% | +5.9% | +50.9% |
| 5Y | +105.2% | +26.3% | +78.9% | +91.0% |
| 10Y | +610.7% | +81.0% | +529.7% | +494.5% |
| All | +6,943.4% | +1,197.0% | +5,746.4% | +4,373.6% |
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 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