+114.5%
INTC vs NLY
+4.2%
+110.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +3.0% |
| 7D | +7.5% | -4.0% | +11.4% | +11.0% |
| 30D | +2.0% | -5.2% | +7.2% | +6.3% |
| 3M | -12.0% | +2.8% | -14.8% | -15.2% |
| 6M | +114.5% | +4.2% | +110.3% | +105.3% |
| All | +114.5% | +4.2% | +110.4% | +105.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling