+23.5%
DIS vs NLY
+81.8%
-58.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.9% |
| 7D | +1.2% | -4.0% | +5.2% | +2.8% |
| 30D | +3.2% | -5.2% | +8.5% | +5.4% |
| 3M | +7.0% | +2.8% | +4.2% | +5.7% |
| 6M | +6.4% | +4.2% | +2.2% | +4.4% |
| YTD | -5.6% | +4.7% | -10.3% | -7.7% |
| 1Y | -7.7% | +12.7% | -20.4% | -12.5% |
| 3Y | +33.2% | +62.5% | -29.4% | +8.6% |
| 5Y | -40.3% | +26.3% | -66.6% | -47.1% |
| All | +23.5% | +81.8% | -58.3% | +5.0% |
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