+318.3%
INTC vs NLY
+12.5%
+305.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.9% |
| 7D | +7.5% | -4.0% | +11.4% | +10.1% |
| 30D | +2.0% | -5.2% | +7.2% | +5.2% |
| 3M | -12.0% | +2.8% | -14.8% | -13.9% |
| 6M | +114.5% | +4.2% | +110.3% | +108.0% |
| YTD | +179.0% | +4.7% | +174.3% | +168.4% |
| 1Y | +318.3% | +12.7% | +305.5% | +296.6% |
| All | +318.3% | +12.5% | +305.7% | +296.6% |
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