+77.9%
NLY vs URA
+346.2%
-268.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.2% |
| 7D | -4.0% | -5.5% | +1.5% | -2.9% |
| 30D | -5.2% | -3.7% | -1.5% | -4.7% |
| 3M | +2.8% | -2.9% | +5.7% | +3.0% |
| 6M | +4.2% | -15.2% | +19.4% | +6.6% |
| YTD | +4.7% | +1.9% | +2.8% | +2.0% |
| 1Y | +12.7% | +6.9% | +5.8% | +7.1% |
| 3Y | +62.5% | +99.6% | -37.1% | +27.0% |
| 5Y | +26.3% | +101.2% | -74.8% | -5.4% |
| All | +77.9% | +346.2% | -268.3% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling