+7,024.4%
URI vs NLY
+1,546.3%
+5,478.1%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.6% |
| 7D | +5.0% | -0.4% | +5.4% | +5.2% |
| 30D | -9.4% | -1.3% | -8.1% | -8.9% |
| 3M | -5.8% | +7.6% | -13.4% | -9.1% |
| 6M | +25.8% | +8.9% | +16.9% | +20.4% |
| YTD | +27.9% | +8.1% | +19.8% | +22.8% |
| 1Y | +9.7% | +15.8% | -6.1% | +1.9% |
| 3Y | +128.0% | +70.2% | +57.8% | +77.3% |
| 5Y | +212.4% | +30.0% | +182.4% | +171.5% |
| 10Y | +1,271.8% | +86.8% | +1,185.0% | +896.3% |
| All | +7,024.4% | +1,546.3% | +5,478.1% | +2,443.5% |
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