+4.4%
GOOGL vs NLY
+2.3%
+2.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.8% | -0.7% | +2.1% |
| 7D | -11.1% | +3.5% | -14.6% | -12.0% |
| 30D | -16.6% | +3.6% | -20.2% | -17.5% |
| 3M | -23.4% | -13.6% | -9.8% | -18.9% |
| 6M | -24.5% | -9.1% | -15.4% | -21.9% |
| YTD | -7.5% | -6.1% | -1.5% | -5.3% |
| 1Y | +4.4% | +0.7% | +3.7% | +7.8% |
| All | +4.4% | +2.3% | +2.1% | +7.8% |
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