+1,186.3%
URI vs NLY
+81.8%
+1,104.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | -2.1% | -4.0% | +1.9% | +0.3% |
| 30D | -12.4% | -5.2% | -7.2% | -9.6% |
| 3M | -7.3% | +2.8% | -10.1% | -9.0% |
| 6M | +27.2% | +4.2% | +23.0% | +23.4% |
| YTD | +23.0% | +4.7% | +18.3% | +18.9% |
| 1Y | +3.9% | +12.7% | -8.8% | -4.0% |
| 3Y | +121.6% | +62.5% | +59.1% | +64.8% |
| 5Y | +201.1% | +26.3% | +174.7% | +156.2% |
| All | +1,186.3% | +81.8% | +1,104.4% | +1,041.1% |
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