+25.1%
NLY vs CAPR
+69.4%
-44.3%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.5% |
| 7D | -4.0% | -11.0% | +7.0% | -3.9% |
| 30D | -5.2% | +99.8% | -105.0% | -6.0% |
| 3M | +2.8% | -66.6% | +69.4% | +3.2% |
| 6M | +4.2% | -75.1% | +79.3% | +4.8% |
| YTD | +4.7% | -71.0% | +75.7% | +5.1% |
| 1Y | +12.7% | +30.0% | -17.2% | +9.0% |
| 3Y | +62.5% | +29.0% | +33.6% | +46.7% |
| All | +25.1% | +69.4% | -44.3% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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