+329.0%
NLY vs UUUU
-92.8%
+421.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.0% | +4.5% | -0.3% |
| 7D | -4.0% | -10.5% | +6.5% | -3.6% |
| 30D | -5.2% | -10.5% | +5.3% | -4.9% |
| 3M | +2.8% | -14.1% | +17.0% | +3.2% |
| 6M | +4.2% | -35.5% | +39.7% | +5.4% |
| YTD | +4.7% | -10.9% | +15.6% | +4.2% |
| 1Y | +12.7% | +3.4% | +9.4% | +11.0% |
| 3Y | +62.5% | +73.1% | -10.6% | +54.6% |
| 5Y | +26.3% | +87.1% | -60.8% | +18.4% |
| 10Y | +81.0% | +463.0% | -382.1% | +60.3% |
| All | +329.0% | -92.8% | +421.8% | +276.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling