+358.3%
DELL vs NLY
+12.5%
+345.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.5% | +12.4% | +12.1% |
| 7D | +8.2% | -4.0% | +12.2% | +9.2% |
| 30D | +17.1% | -5.2% | +22.3% | +18.3% |
| 3M | +45.2% | +2.8% | +42.3% | +43.3% |
| 6M | +286.8% | +4.2% | +282.6% | +279.8% |
| YTD | +354.8% | +4.7% | +350.1% | +350.7% |
| 1Y | +358.3% | +12.7% | +345.5% | +345.2% |
| All | +358.3% | +12.5% | +345.7% | +345.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling