-55.3%
PODD vs NLY
+25.6%
-80.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.8% |
| 7D | -10.5% | -4.0% | -6.5% | -8.7% |
| 30D | -9.0% | -5.2% | -3.8% | -6.6% |
| 3M | -11.5% | +2.8% | -14.4% | -12.7% |
| 6M | -44.7% | +4.2% | -48.9% | -45.9% |
| YTD | -53.6% | +4.7% | -58.2% | -54.8% |
| 1Y | -61.0% | +12.7% | -73.7% | -63.4% |
| 3Y | -24.7% | +62.5% | -87.3% | -41.8% |
| All | -55.3% | +25.6% | -80.9% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling