+31.3%
NFLX vs NLY
+25.6%
+5.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | -1.1% | -4.0% | +2.9% | +0.3% |
| 30D | +4.3% | -5.2% | +9.5% | +6.3% |
| 3M | -4.8% | +2.8% | -7.6% | -5.7% |
| 6M | -18.4% | +4.2% | -22.6% | -19.9% |
| YTD | -17.4% | +4.7% | -22.1% | -19.3% |
| 1Y | -35.7% | +12.7% | -48.4% | -39.0% |
| 3Y | +73.8% | +62.5% | +11.2% | +40.4% |
| All | +31.3% | +25.6% | +5.8% | +31.2% |
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