-61.5%
JD vs NLY
+25.6%
-87.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | -4.2% | -4.0% | -0.3% | -2.4% |
| 30D | -14.4% | -5.2% | -9.2% | -12.3% |
| 3M | -3.6% | +2.8% | -6.4% | -5.2% |
| 6M | -0.3% | +4.2% | -4.5% | -2.8% |
| YTD | -2.4% | +4.7% | -7.0% | -5.4% |
| 1Y | -18.5% | +12.7% | -31.3% | -24.1% |
| 3Y | -7.0% | +62.5% | -69.6% | -28.3% |
| All | -61.5% | +25.6% | -87.1% | -62.6% |
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 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