-0.6%
NLY vs TROW
+12.7%
-13.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.7% |
| 7D | +2.1% | +2.0% | +0.1% | +1.3% |
| 30D | +2.3% | +4.9% | -2.6% | +0.7% |
| 3M | -13.7% | -4.3% | -9.4% | -12.8% |
| 6M | -9.6% | +7.0% | -16.6% | -11.4% |
| YTD | -6.5% | +10.4% | -16.9% | -10.5% |
| 1Y | -0.6% | +11.8% | -12.4% | -5.1% |
| All | -0.6% | +12.7% | -13.3% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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