+56.5%
EBAY vs NLY
+0.8%
+55.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.8% | +1.7% | +4.6% |
| 7D | +6.0% | +3.5% | +2.5% | +5.2% |
| 30D | +16.8% | +3.6% | +13.2% | +15.8% |
| 3M | +14.5% | -13.6% | +28.1% | +17.5% |
| 6M | +15.1% | -9.1% | +24.2% | +16.6% |
| YTD | +45.0% | -6.1% | +51.1% | +46.0% |
| All | +56.5% | +0.8% | +55.7% | +50.4% |
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