+2,205.8%
NDAQ vs NLY
+377.7%
+1,828.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.3% |
| 7D | -6.8% | -3.6% | -3.2% | -5.4% |
| 30D | -3.2% | -4.9% | +1.8% | -1.2% |
| 3M | +6.5% | +6.2% | +0.3% | +3.9% |
| 6M | +5.7% | +4.5% | +1.3% | +3.6% |
| YTD | -4.6% | +5.1% | -9.8% | -7.0% |
| 1Y | -1.6% | +13.5% | -15.1% | -7.0% |
| 3Y | +86.4% | +65.6% | +20.9% | +50.0% |
| 5Y | +50.3% | +26.9% | +23.4% | +31.2% |
| 10Y | +369.0% | +81.8% | +287.2% | +228.9% |
| All | +2,205.8% | +377.7% | +1,828.1% | +958.3% |
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