+50.4%
NLY vs REPL
-9.7%
+60.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.4% |
| 7D | -0.4% | -9.6% | +9.1% | -0.1% |
| 30D | -1.3% | +5.7% | -7.0% | -1.5% |
| 3M | +7.6% | +56.4% | -48.8% | +4.6% |
| 6M | +8.9% | +67.4% | -58.5% | +2.0% |
| YTD | +8.1% | +48.7% | -40.6% | +1.5% |
| 1Y | +15.8% | +148.3% | -132.5% | +3.7% |
| 3Y | +70.2% | -26.7% | +96.9% | +47.5% |
| 5Y | +30.0% | -54.1% | +84.1% | +14.3% |
| All | +50.4% | -9.7% | +60.1% | +12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling