+158.4%
W vs NLY
+114.3%
+44.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -0.5% |
| 7D | +0.5% | -3.6% | +4.1% | +3.5% |
| 30D | -5.6% | -4.9% | -0.6% | -1.5% |
| 3M | +41.9% | +6.2% | +35.7% | +36.0% |
| 6M | +30.2% | +4.5% | +25.7% | +27.0% |
| YTD | -2.9% | +5.1% | -8.1% | -5.9% |
| 1Y | +11.6% | +13.5% | -1.9% | +1.8% |
| 3Y | +37.0% | +65.6% | -28.6% | -1.8% |
| 5Y | -62.8% | +26.9% | -89.7% | -68.0% |
| 10Y | +155.2% | +81.8% | +73.4% | +95.4% |
| All | +158.4% | +114.3% | +44.0% | +69.6% |
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 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