+719.1%
UL vs NLY
+1,197.0%
-477.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -3.4% | -4.0% | +0.6% | -2.6% |
| 30D | +0.5% | -5.2% | +5.7% | +1.6% |
| 3M | +7.2% | +2.8% | +4.4% | +6.7% |
| 6M | -3.1% | +4.2% | -7.3% | -3.9% |
| YTD | -2.7% | +4.7% | -7.4% | -3.7% |
| 1Y | -10.2% | +12.7% | -23.0% | -12.5% |
| 3Y | +20.3% | +62.5% | -42.3% | +8.2% |
| 5Y | +19.9% | +26.3% | -6.4% | +11.8% |
| 10Y | +66.5% | +81.0% | -14.5% | +39.5% |
| All | +719.1% | +1,197.0% | -477.9% | +418.4% |
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