+2,627.8%
NOW vs NLY
+86.9%
+2,540.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.9% |
| 7D | -6.1% | +0.4% | -6.5% | -6.2% |
| 30D | +7.5% | -1.4% | +8.9% | +8.0% |
| 3M | +17.5% | +12.0% | +5.5% | +13.5% |
| 6M | +7.9% | +8.3% | -0.4% | +5.1% |
| YTD | -12.4% | +8.6% | -21.0% | -14.9% |
| 1Y | -28.6% | +16.9% | -45.5% | -32.3% |
| 3Y | +11.8% | +71.0% | -59.2% | -6.3% |
| 5Y | +2.6% | +31.1% | -28.4% | -8.8% |
| 10Y | +790.0% | +81.0% | +709.0% | +646.1% |
| All | +2,627.8% | +86.9% | +2,540.9% | +2,224.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling