+165.5%
YUM vs NLY
+81.8%
+83.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -6.1% | -4.0% | -2.1% | -4.9% |
| 30D | -5.8% | -5.2% | -0.6% | -4.3% |
| 3M | -7.6% | +2.8% | -10.5% | -8.5% |
| 6M | -9.1% | +4.2% | -13.4% | -10.5% |
| YTD | -5.5% | +4.7% | -10.2% | -7.2% |
| 1Y | -3.7% | +12.7% | -16.5% | -7.6% |
| 3Y | +17.8% | +62.5% | -44.8% | 0.0% |
| 5Y | +19.3% | +26.3% | -7.1% | +8.3% |
| All | +165.5% | +81.8% | +83.7% | +112.5% |
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 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