+413.7%
JBL vs NLY
+25.6%
+388.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.5% | +5.5% | +5.3% |
| 7D | +2.4% | -4.0% | +6.4% | +4.3% |
| 30D | -13.1% | -5.2% | -7.9% | -11.0% |
| 3M | -15.6% | +2.8% | -18.4% | -17.0% |
| 6M | +24.6% | +4.2% | +20.4% | +21.9% |
| YTD | +39.6% | +4.7% | +34.9% | +36.3% |
| 1Y | +48.6% | +12.7% | +35.9% | +40.0% |
| 3Y | +197.3% | +62.5% | +134.7% | +136.5% |
| All | +413.7% | +25.6% | +388.1% | +422.5% |
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