+85.6%
NDAQ vs NLY
+64.2%
+21.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -5.6% | -4.0% | -1.6% | -4.1% |
| 30D | -4.4% | -5.2% | +0.9% | -2.4% |
| 3M | +5.9% | +2.8% | +3.0% | +4.7% |
| 6M | +7.7% | +4.2% | +3.5% | +5.7% |
| YTD | -5.2% | +4.7% | -9.8% | -7.2% |
| 1Y | -3.4% | +12.7% | -16.1% | -8.5% |
| 3Y | +85.6% | +62.5% | +23.1% | +51.7% |
| All | +85.6% | +64.2% | +21.4% | +51.7% |
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