+669.3%
INTC vs NLY
+1,197.0%
-527.7%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.7% |
| 7D | +7.5% | -4.0% | +11.4% | +8.7% |
| 30D | +2.0% | -5.2% | +7.2% | +3.5% |
| 3M | -12.0% | +2.8% | -14.8% | -12.8% |
| 6M | +114.5% | +4.2% | +110.3% | +112.3% |
| YTD | +179.0% | +4.7% | +174.3% | +175.5% |
| 1Y | +318.3% | +12.7% | +305.5% | +304.6% |
| 3Y | +171.2% | +62.5% | +108.7% | +138.7% |
| 5Y | +107.6% | +26.3% | +81.3% | +92.7% |
| 10Y | +258.5% | +81.0% | +177.5% | +196.7% |
| All | +669.3% | +1,197.0% | -527.7% | +514.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling