+238.9%
NLY vs POET
-20.5%
+259.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.1% | -0.6% |
| 7D | -4.0% | +0.4% | -4.4% | -4.0% |
| 30D | -5.2% | -10.4% | +5.1% | -5.1% |
| 3M | +2.8% | -29.3% | +32.2% | +3.3% |
| 6M | +4.2% | +6.9% | -2.7% | +2.4% |
| YTD | +4.7% | +25.6% | -20.9% | +2.3% |
| 1Y | +12.7% | +49.2% | -36.4% | +9.3% |
| 3Y | +62.5% | +128.4% | -65.9% | +52.4% |
| 5Y | +26.3% | -4.2% | +30.5% | +19.4% |
| 10Y | +81.0% | +30.3% | +50.6% | +66.4% |
| All | +238.9% | -20.5% | +259.4% | +207.7% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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