+1,242.0%
NLY vs TROW
+1,169.0%
+73.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | -4.0% | -3.2% | -0.8% | -3.0% |
| 30D | -5.2% | -4.6% | -0.6% | -3.9% |
| 3M | +2.8% | -0.7% | +3.5% | +2.9% |
| 6M | +4.2% | +22.2% | -18.0% | -2.2% |
| YTD | +4.7% | +6.6% | -2.0% | +2.1% |
| 1Y | +12.7% | +5.8% | +6.9% | +10.1% |
| 3Y | +62.5% | +11.6% | +50.9% | +54.8% |
| 5Y | +26.3% | -38.9% | +65.3% | +41.2% |
| 10Y | +81.0% | +128.5% | -47.6% | +35.9% |
| All | +1,242.0% | +1,169.0% | +73.0% | +573.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling