+45.7%
NLY vs REPL
-19.2%
+65.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | -0.4% |
| 7D | -4.0% | -14.1% | +10.1% | -3.6% |
| 30D | -5.2% | -15.2% | +10.0% | -4.8% |
| 3M | +2.8% | +49.9% | -47.1% | 0.0% |
| 6M | +4.2% | +63.5% | -59.3% | -2.4% |
| YTD | +4.7% | +32.9% | -28.3% | -1.3% |
| 1Y | +12.7% | +115.0% | -102.2% | +1.5% |
| 3Y | +62.5% | -34.7% | +97.3% | +41.4% |
| 5Y | +26.3% | -59.7% | +86.0% | +11.6% |
| All | +45.7% | -19.2% | +65.0% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling