+1,145.9%
DELL vs NLY
+25.6%
+1,120.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +20.0% |
| 3M | +45.2% | +2.8% | +42.3% | +42.6% |
| 6M | +286.8% | +4.2% | +282.6% | +276.8% |
| YTD | +354.8% | +4.7% | +350.1% | +341.7% |
| 1Y | +358.3% | +12.7% | +345.5% | +328.4% |
| 3Y | +724.9% | +62.5% | +662.4% | +551.1% |
| All | +1,145.9% | +25.6% | +1,120.4% | +1,137.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling