+62.5%
NLY vs RUN
-39.0%
+101.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.4% |
| 7D | -4.0% | -3.7% | -0.3% | -3.7% |
| 30D | -5.2% | -13.0% | +7.8% | -4.3% |
| 3M | +2.8% | -31.8% | +34.6% | +5.4% |
| 6M | +4.2% | -32.2% | +36.4% | +6.4% |
| YTD | +4.7% | -53.5% | +58.1% | +8.8% |
| 1Y | +12.7% | -46.5% | +59.3% | +15.3% |
| 3Y | +62.5% | -37.6% | +100.2% | +42.9% |
| All | +62.5% | -39.0% | +101.5% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling