+57.4%
INTC vs NLY
+2.3%
+55.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.8% | -7.6% | -5.5% |
| 7D | -39.0% | +3.5% | -42.5% | -39.9% |
| 30D | -49.8% | +3.6% | -53.5% | -50.7% |
| 3M | -42.2% | -13.6% | -28.6% | -36.2% |
| 6M | -39.2% | -9.1% | -30.1% | -34.8% |
| YTD | +57.9% | -6.1% | +64.0% | +60.5% |
| 1Y | +57.4% | +0.7% | +56.6% | +53.6% |
| All | +57.4% | +2.3% | +55.1% | +53.6% |
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