+102.1%
NLY vs QSR
+205.8%
-103.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -4.0% | -4.0% | 0.0% | -2.6% |
| 30D | -5.2% | +2.8% | -8.0% | -6.3% |
| 3M | +2.8% | +5.1% | -2.3% | +0.7% |
| 6M | +4.2% | +8.8% | -4.6% | +0.5% |
| YTD | +4.7% | +14.8% | -10.2% | -1.3% |
| 1Y | +12.7% | +25.7% | -13.0% | +2.5% |
| 3Y | +62.5% | +27.5% | +35.0% | +44.9% |
| 5Y | +26.3% | +41.3% | -14.9% | +7.2% |
| 10Y | +81.0% | +133.8% | -52.9% | +26.8% |
| All | +102.1% | +205.8% | -103.7% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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