+12,546.2%
ROST vs NLY
+1,197.0%
+11,349.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.5% |
| 7D | +0.2% | -4.0% | +4.2% | +1.4% |
| 30D | -6.9% | -5.2% | -1.6% | -5.4% |
| 3M | -3.3% | +2.8% | -6.1% | -4.3% |
| 6M | +9.0% | +4.2% | +4.8% | +7.5% |
| YTD | +28.9% | +4.7% | +24.2% | +26.6% |
| 1Y | +54.0% | +12.7% | +41.2% | +47.9% |
| 3Y | +100.7% | +62.5% | +38.2% | +70.8% |
| 5Y | +116.0% | +26.3% | +89.7% | +95.8% |
| 10Y | +318.4% | +81.0% | +237.5% | +234.3% |
| All | +12,546.2% | +1,197.0% | +11,349.2% | +7,323.6% |
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