+116.2%
NLY vs RUN
-34.5%
+150.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.4% |
| 7D | -4.0% | -3.7% | -0.3% | -3.6% |
| 30D | -5.2% | -13.0% | +7.8% | -3.9% |
| 3M | +2.8% | -31.8% | +34.6% | +6.5% |
| 6M | +4.2% | -32.2% | +36.4% | +7.3% |
| YTD | +4.7% | -53.5% | +58.1% | +10.6% |
| 1Y | +12.7% | -46.5% | +59.3% | +16.3% |
| 3Y | +62.5% | -37.6% | +100.2% | +45.4% |
| 5Y | +26.3% | -80.9% | +107.2% | +22.3% |
| 10Y | +81.0% | +41.3% | +39.7% | +38.8% |
| All | +116.2% | -34.5% | +150.6% | +66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling