+470.9%
P vs NLY
+110.4%
+360.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.8% |
| 7D | +5.0% | -0.4% | +5.4% | +5.2% |
| 30D | -0.9% | -1.3% | +0.4% | -0.4% |
| 3M | +38.7% | +7.6% | +31.0% | +34.1% |
| 6M | +54.4% | +8.9% | +45.5% | +48.1% |
| YTD | +44.8% | +8.1% | +36.8% | +39.2% |
| 1Y | +22.5% | +15.8% | +6.8% | +13.8% |
| 3Y | +148.2% | +70.2% | +78.1% | +94.5% |
| 5Y | +268.9% | +30.0% | +238.9% | +218.8% |
| 10Y | +696.9% | +86.8% | +610.1% | +515.1% |
| All | +470.9% | +110.4% | +360.6% | +338.2% |
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