-37.1%
DOW vs NLY
+25.6%
-62.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -1.4% | -4.0% | +2.6% | +0.1% |
| 30D | -3.9% | -5.2% | +1.3% | -2.0% |
| 3M | -12.7% | +2.8% | -15.5% | -14.1% |
| 6M | -13.7% | +4.2% | -17.9% | -16.3% |
| YTD | +28.4% | +4.7% | +23.7% | +24.1% |
| 1Y | +21.8% | +12.7% | +9.0% | +13.6% |
| 3Y | -35.7% | +62.5% | -98.3% | -48.1% |
| All | -37.1% | +25.6% | -62.7% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling