+1,804.4%
JPM vs NLY
+1,197.0%
+607.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +1.0% |
| 7D | -0.7% | -4.0% | +3.3% | +1.3% |
| 30D | -2.5% | -5.2% | +2.8% | +0.1% |
| 3M | +14.1% | +2.8% | +11.3% | +12.4% |
| 6M | +25.1% | +4.2% | +20.9% | +22.1% |
| YTD | +12.1% | +4.7% | +7.5% | +9.0% |
| 1Y | +18.8% | +12.7% | +6.1% | +11.2% |
| 3Y | +163.4% | +62.5% | +100.9% | +102.6% |
| 5Y | +156.5% | +26.3% | +130.2% | +116.3% |
| 10Y | +595.1% | +81.0% | +514.1% | +363.3% |
| All | +1,804.4% | +1,197.0% | +607.4% | +588.1% |
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