+726.8%
PODD vs NLY
+279.7%
+447.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.9% |
| 7D | -10.5% | -4.0% | -6.5% | -9.3% |
| 30D | -9.0% | -5.2% | -3.8% | -7.3% |
| 3M | -11.5% | +2.8% | -14.4% | -12.4% |
| 6M | -44.7% | +4.2% | -48.9% | -45.5% |
| YTD | -53.6% | +4.7% | -58.2% | -54.4% |
| 1Y | -61.0% | +12.7% | -73.7% | -62.6% |
| 3Y | -24.7% | +62.5% | -87.3% | -36.5% |
| 5Y | -55.5% | +26.3% | -81.8% | -59.9% |
| 10Y | +221.5% | +81.0% | +140.6% | +143.5% |
| All | +726.8% | +279.7% | +447.1% | +357.7% |
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