+277.6%
UNP vs NLY
+81.8%
+195.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -1.8% | -4.0% | +2.2% | -0.4% |
| 30D | -2.7% | -5.2% | +2.5% | -1.0% |
| 3M | +6.5% | +2.8% | +3.7% | +5.4% |
| 6M | +14.4% | +4.2% | +10.2% | +12.4% |
| YTD | +24.8% | +4.7% | +20.1% | +22.3% |
| 1Y | +34.4% | +12.7% | +21.7% | +28.3% |
| 3Y | +43.6% | +62.5% | -19.0% | +19.9% |
| 5Y | +53.2% | +26.3% | +26.9% | +37.1% |
| All | +277.6% | +81.8% | +195.8% | +238.0% |
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