+1,096.3%
D vs NLY
+1,239.1%
-142.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -0.4% | -0.4% | 0.0% | -0.3% |
| 30D | -2.1% | -1.3% | -0.8% | -1.8% |
| 3M | -0.7% | +7.6% | -8.4% | -2.3% |
| 6M | +5.6% | +8.9% | -3.3% | +3.5% |
| YTD | +14.6% | +8.1% | +6.5% | +12.5% |
| 1Y | +15.3% | +15.8% | -0.4% | +11.5% |
| 3Y | +59.1% | +70.2% | -11.1% | +41.4% |
| 5Y | +3.9% | +30.0% | -26.1% | -3.8% |
| 10Y | +38.5% | +86.8% | -48.3% | +16.4% |
| All | +1,096.3% | +1,239.1% | -142.8% | +764.8% |
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