+405.2%
DIS vs NLY
+1,239.1%
-833.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.7% |
| 7D | -3.5% | -0.4% | -3.1% | -3.4% |
| 30D | +1.0% | -1.3% | +2.3% | +1.4% |
| 3M | +5.7% | +7.6% | -1.9% | +3.3% |
| 6M | +3.3% | +8.9% | -5.6% | +0.5% |
| YTD | -7.7% | +8.1% | -15.8% | -10.1% |
| 1Y | -10.0% | +15.8% | -25.7% | -14.2% |
| 3Y | +31.7% | +70.2% | -38.5% | +11.0% |
| 5Y | -42.2% | +30.0% | -72.2% | -47.8% |
| 10Y | +22.3% | +86.8% | -64.5% | -3.3% |
| All | +405.2% | +1,239.1% | -833.8% | +169.2% |
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