+51.9%
DOW vs NLY
+2.3%
+49.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.8% | -7.1% | -2.3% |
| 7D | -4.2% | +3.5% | -7.7% | -3.3% |
| 30D | +14.7% | +3.6% | +11.1% | +15.6% |
| 3M | +9.1% | -13.6% | +22.7% | +4.1% |
| 6M | -17.7% | -9.1% | -8.5% | -20.0% |
| YTD | +44.6% | -6.1% | +50.7% | +35.4% |
| 1Y | +51.9% | +0.7% | +51.2% | +27.6% |
| All | +51.9% | +2.3% | +49.6% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling