+53.0%
USAR vs NLY
+64.2%
-11.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | -11.6% | -4.0% | -7.7% | -10.4% |
| 30D | -15.5% | -5.2% | -10.2% | -13.9% |
| 3M | -31.0% | +2.8% | -33.9% | -31.6% |
| 6M | -26.2% | +4.2% | -30.4% | -26.9% |
| YTD | +30.8% | +4.7% | +26.1% | +29.4% |
| 1Y | +7.1% | +12.7% | -5.7% | +5.1% |
| 3Y | +53.0% | +62.5% | -9.6% | +52.6% |
| All | +53.0% | +64.2% | -11.2% | +52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling