-0.2%
NLY vs UUUU
-57.6%
+57.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.7% | +3.9% |
| 7D | +3.5% | -14.4% | +17.9% | +4.4% |
| 30D | +3.6% | -33.6% | +37.3% | +6.0% |
| 3M | -13.6% | -44.2% | +30.6% | -10.8% |
| 6M | -9.1% | -66.8% | +57.7% | -4.2% |
| YTD | -6.1% | -50.6% | +44.6% | -1.6% |
| All | -0.2% | -57.6% | +57.4% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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