+908.7%
DUK vs NLY
+1,197.0%
-288.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -0.7% | -4.0% | +3.3% | +0.2% |
| 30D | -2.4% | -5.2% | +2.8% | -1.3% |
| 3M | -3.0% | +2.8% | -5.8% | -3.7% |
| 6M | -6.6% | +4.2% | -10.8% | -7.6% |
| YTD | +4.6% | +4.7% | -0.1% | +3.2% |
| 1Y | +1.2% | +12.7% | -11.5% | -1.8% |
| 3Y | +45.7% | +62.5% | -16.9% | +29.4% |
| 5Y | +40.3% | +26.3% | +14.0% | +29.6% |
| 10Y | +129.9% | +81.0% | +48.9% | +91.8% |
| All | +908.7% | +1,197.0% | -288.4% | +693.6% |
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 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