+36.4%
UPS vs NLY
+81.8%
-45.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -2.0% | -4.0% | +2.0% | -0.7% |
| 30D | -2.0% | -5.2% | +3.3% | -0.3% |
| 3M | -6.2% | +2.8% | -9.1% | -7.2% |
| 6M | +2.8% | +4.2% | -1.4% | +1.3% |
| YTD | +5.9% | +4.7% | +1.2% | +4.1% |
| 1Y | +26.2% | +12.7% | +13.5% | +21.1% |
| 3Y | -26.0% | +62.5% | -88.6% | -37.0% |
| 5Y | -34.3% | +26.3% | -60.6% | -40.8% |
| All | +36.4% | +81.8% | -45.5% | +17.3% |
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