+34.1%
D vs NLY
+81.8%
-47.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -2.2% | -4.0% | +1.7% | -1.0% |
| 30D | -4.5% | -5.2% | +0.8% | -2.9% |
| 3M | -2.5% | +2.8% | -5.4% | -3.5% |
| 6M | +5.5% | +4.2% | +1.3% | +3.9% |
| YTD | +13.3% | +4.7% | +8.6% | +11.2% |
| 1Y | +11.8% | +12.7% | -0.9% | +7.1% |
| 3Y | +56.7% | +62.5% | -5.8% | +32.6% |
| 5Y | +4.3% | +26.3% | -22.1% | -6.2% |
| All | +34.1% | +81.8% | -47.8% | +2.5% |
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 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