+62.5%
NLY vs FROG
+22.5%
+40.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -0.4% | -4.8% | +4.4% | 0.0% |
| 30D | -1.3% | -0.9% | -0.4% | -1.4% |
| 3M | +7.6% | +7.5% | +0.2% | +6.5% |
| 6M | +8.9% | +107.0% | -98.1% | +0.5% |
| YTD | +8.1% | +39.8% | -31.7% | +2.9% |
| 1Y | +15.8% | +74.8% | -59.0% | +7.0% |
| 3Y | +70.2% | +219.3% | -149.1% | +42.1% |
| 5Y | +30.0% | +133.0% | -103.0% | +7.0% |
| All | +62.5% | +22.5% | +40.0% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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