+4,185.9%
DE vs NLY
+1,197.0%
+2,988.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.2% |
| 7D | -2.6% | -4.0% | +1.4% | -1.3% |
| 30D | +9.0% | -5.2% | +14.3% | +10.8% |
| 3M | +19.1% | +2.8% | +16.3% | +17.9% |
| 6M | +14.4% | +4.2% | +10.2% | +12.5% |
| YTD | +45.9% | +4.7% | +41.3% | +43.2% |
| 1Y | +43.6% | +12.7% | +30.9% | +37.3% |
| 3Y | +75.9% | +62.5% | +13.3% | +48.2% |
| 5Y | +98.8% | +26.3% | +72.4% | +78.4% |
| 10Y | +861.4% | +81.0% | +780.5% | +648.5% |
| All | +4,185.9% | +1,197.0% | +2,988.8% | +2,218.4% |
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 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