+118.9%
EOG vs NLY
+81.8%
+37.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +1.5% | -4.0% | +5.5% | +3.2% |
| 30D | +2.9% | -5.2% | +8.2% | +5.2% |
| 3M | +8.7% | +2.8% | +5.9% | +6.9% |
| 6M | +12.9% | +4.2% | +8.7% | +9.4% |
| YTD | +43.8% | +4.7% | +39.2% | +38.8% |
| 1Y | +27.1% | +12.7% | +14.3% | +18.3% |
| 3Y | +25.9% | +62.5% | -36.7% | -2.8% |
| 5Y | +177.9% | +26.3% | +151.6% | +139.7% |
| All | +118.9% | +81.8% | +37.0% | +96.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling