-29.4%
NOW vs NLY
+12.5%
-41.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -6.2% | -4.0% | -2.2% | -5.6% |
| 30D | +6.1% | -5.2% | +11.3% | +6.8% |
| 3M | +28.6% | +2.8% | +25.7% | +29.1% |
| 6M | +14.6% | +4.2% | +10.4% | +14.5% |
| YTD | -13.5% | +4.7% | -18.2% | -13.6% |
| 1Y | -29.4% | +12.7% | -42.1% | -31.7% |
| All | -29.4% | +12.5% | -41.9% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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