+163.4%
JPM vs NLY
+64.2%
+99.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +0.9% |
| 7D | -0.7% | -4.0% | +3.3% | +0.8% |
| 30D | -2.5% | -5.2% | +2.8% | -0.6% |
| 3M | +14.1% | +2.8% | +11.3% | +12.8% |
| 6M | +25.1% | +4.2% | +20.9% | +22.8% |
| YTD | +12.1% | +4.7% | +7.5% | +9.7% |
| 1Y | +18.8% | +12.7% | +6.1% | +13.1% |
| 3Y | +163.4% | +62.5% | +100.9% | +117.5% |
| All | +163.4% | +64.2% | +99.2% | +117.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling