+724.9%
DELL vs NLY
+64.2%
+660.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.5% | +12.4% | +12.2% |
| 7D | +8.2% | -4.0% | +12.2% | +10.3% |
| 30D | +17.1% | -5.2% | +22.3% | +19.9% |
| 3M | +45.2% | +2.8% | +42.3% | +42.5% |
| 6M | +286.8% | +4.2% | +282.6% | +276.2% |
| YTD | +354.8% | +4.7% | +350.1% | +341.0% |
| 1Y | +358.3% | +12.7% | +345.5% | +326.0% |
| 3Y | +724.9% | +62.5% | +662.4% | +581.2% |
| All | +724.9% | +64.2% | +660.7% | +581.2% |
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 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