+0.7%
NLY vs RUN
-53.7%
+54.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.6% | +3.7% |
| 7D | +3.5% | +18.5% | -15.0% | +2.0% |
| 30D | +3.6% | +15.5% | -11.9% | +2.2% |
| 3M | -13.6% | -20.3% | +6.7% | -12.7% |
| 6M | -9.1% | -30.8% | +21.7% | -7.6% |
| YTD | -6.1% | -52.2% | +46.2% | -3.9% |
| 1Y | +0.7% | -53.9% | +54.6% | +3.1% |
| All | +0.7% | -53.7% | +54.5% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling