+755.6%
GOOGL vs NLY
+81.8%
+673.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.2% | +1.9% |
| 7D | 0.0% | -4.0% | +4.0% | +1.3% |
| 30D | -1.4% | -5.2% | +3.8% | +0.3% |
| 3M | -5.3% | +2.8% | -8.2% | -6.2% |
| 6M | +9.8% | +4.2% | +5.6% | +8.3% |
| YTD | +8.4% | +4.7% | +3.7% | +6.6% |
| 1Y | +41.2% | +12.7% | +28.4% | +35.5% |
| 3Y | +149.6% | +62.5% | +87.0% | +112.6% |
| 5Y | +142.6% | +26.3% | +116.2% | +118.2% |
| All | +755.6% | +81.8% | +673.7% | +636.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling