+150.9%
RF vs NLY
+1,245.6%
-1,094.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | +2.7% | +0.4% | +2.2% | +2.4% |
| 30D | -3.4% | -1.4% | -2.0% | -2.6% |
| 3M | +6.4% | +12.0% | -5.7% | -0.7% |
| 6M | +13.4% | +8.3% | +5.1% | +7.7% |
| YTD | +14.2% | +8.6% | +5.7% | +8.1% |
| 1Y | +15.7% | +16.9% | -1.2% | +4.8% |
| 3Y | +91.3% | +71.0% | +20.3% | +38.6% |
| 5Y | +89.8% | +31.1% | +58.7% | +55.7% |
| 10Y | +336.7% | +81.0% | +255.7% | +190.0% |
| All | +150.9% | +1,245.6% | -1,094.7% | +4.1% |
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