+1,525.1%
JBL vs NLY
+81.8%
+1,443.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.5% | +5.5% | +5.3% |
| 7D | +2.4% | -4.0% | +6.4% | +4.5% |
| 30D | -13.1% | -5.2% | -7.9% | -10.8% |
| 3M | -15.6% | +2.8% | -18.4% | -17.1% |
| 6M | +24.6% | +4.2% | +20.4% | +21.7% |
| YTD | +39.6% | +4.7% | +34.9% | +36.0% |
| 1Y | +48.6% | +12.7% | +35.9% | +39.0% |
| 3Y | +197.3% | +62.5% | +134.7% | +128.9% |
| 5Y | +413.0% | +26.3% | +386.7% | +343.7% |
| All | +1,525.1% | +81.8% | +1,443.2% | +1,147.9% |
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