+3,837.8%
NUE vs NLY
+1,197.0%
+2,640.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +1.7% |
| 7D | -0.6% | -4.0% | +3.4% | +0.9% |
| 30D | -4.6% | -5.2% | +0.7% | -2.7% |
| 3M | -0.3% | +2.8% | -3.2% | -1.5% |
| 6M | +51.9% | +4.2% | +47.7% | +49.2% |
| YTD | +60.0% | +4.7% | +55.3% | +56.7% |
| 1Y | +82.9% | +12.7% | +70.1% | +74.1% |
| 3Y | +66.0% | +62.5% | +3.4% | +36.5% |
| 5Y | +149.0% | +26.3% | +122.6% | +121.4% |
| 10Y | +588.3% | +81.0% | +507.4% | +419.8% |
| All | +3,837.8% | +1,197.0% | +2,640.8% | +1,806.5% |
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