-35.7%
U vs NLY
+56.8%
-92.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +4.9% | +4.9% |
| 7D | +5.5% | -4.0% | +9.5% | +9.4% |
| 30D | -1.3% | -5.2% | +4.0% | +3.6% |
| 3M | +64.6% | +2.8% | +61.8% | +60.6% |
| 6M | +119.4% | +4.2% | +115.2% | +111.0% |
| YTD | -0.5% | +4.7% | -5.1% | -4.8% |
| 1Y | +1.3% | +12.7% | -11.5% | -9.9% |
| 3Y | +15.6% | +62.5% | -46.9% | -25.1% |
| 5Y | -67.5% | +26.3% | -93.8% | -75.0% |
| All | -35.7% | +56.8% | -92.5% | -52.8% |
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