+5,074.9%
DELL vs NLY
+74.6%
+5,000.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.5% | +12.4% | +12.2% |
| 7D | +8.2% | -4.0% | +12.2% | +10.0% |
| 30D | +17.1% | -5.2% | +22.3% | +19.6% |
| 3M | +45.2% | +2.8% | +42.3% | +43.0% |
| 6M | +286.8% | +4.2% | +282.6% | +278.3% |
| YTD | +354.8% | +4.7% | +350.1% | +343.7% |
| 1Y | +358.3% | +12.7% | +345.5% | +333.0% |
| 3Y | +724.9% | +62.5% | +662.4% | +571.5% |
| 5Y | +1,193.7% | +26.3% | +1,167.4% | +1,044.3% |
| 10Y | +4,433.8% | +81.0% | +4,352.8% | +3,900.7% |
| All | +5,074.9% | +74.6% | +5,000.2% | +4,549.2% |
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 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