+559.3%
ROKU vs NLY
+36.3%
+522.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -0.4% | -4.0% | +3.6% | +1.3% |
| 30D | +2.1% | -5.2% | +7.3% | +4.3% |
| 3M | +29.5% | +2.8% | +26.7% | +27.7% |
| 6M | +53.8% | +4.2% | +49.6% | +50.9% |
| YTD | +42.8% | +4.7% | +38.1% | +39.6% |
| 1Y | +60.7% | +12.7% | +48.0% | +52.1% |
| 3Y | +83.9% | +62.5% | +21.3% | +51.4% |
| 5Y | -52.8% | +26.3% | -79.1% | -59.6% |
| All | +559.3% | +36.3% | +522.9% | +507.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling