-35.7%
DOW vs NLY
+64.2%
-99.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -1.4% | -4.0% | +2.6% | +0.3% |
| 30D | -3.9% | -5.2% | +1.3% | -1.8% |
| 3M | -12.7% | +2.8% | -15.5% | -14.5% |
| 6M | -13.7% | +4.2% | -17.9% | -17.0% |
| YTD | +28.4% | +4.7% | +23.7% | +22.6% |
| 1Y | +21.8% | +12.7% | +9.0% | +10.5% |
| 3Y | -35.7% | +62.5% | -98.3% | -52.4% |
| All | -35.7% | +64.2% | -99.9% | -52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling