+600.1%
JCI vs NLY
+1,197.0%
-596.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | +0.7% | -4.0% | +4.7% | +2.0% |
| 30D | -4.4% | -5.2% | +0.8% | -2.9% |
| 3M | +1.7% | +2.8% | -1.2% | +0.6% |
| 6M | +8.8% | +4.2% | +4.6% | +7.2% |
| YTD | +22.6% | +4.7% | +18.0% | +20.5% |
| 1Y | +36.2% | +12.7% | +23.5% | +30.7% |
| 3Y | +168.0% | +62.5% | +105.5% | +129.3% |
| 5Y | +113.5% | +26.3% | +87.1% | +93.8% |
| 10Y | +344.3% | +81.0% | +263.4% | +255.7% |
| All | +600.1% | +1,197.0% | -596.9% | +302.9% |
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 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