-52.8%
NRG vs NLY
+0.3%
-53.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | -17.0% | +2.1% | -19.1% | -17.6% |
| 30D | -21.9% | +2.3% | -24.2% | -22.6% |
| 3M | -32.9% | -13.7% | -19.3% | -26.5% |
| 6M | -48.4% | -9.6% | -38.8% | -45.5% |
| YTD | -48.7% | -6.5% | -42.2% | -46.1% |
| 1Y | -52.8% | -0.6% | -52.2% | -49.3% |
| All | -52.8% | +0.3% | -53.1% | -49.3% |
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