-48.9%
NKE vs NLY
+12.5%
-61.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.7% |
| 7D | -4.2% | -4.0% | -0.2% | -2.0% |
| 30D | -8.2% | -5.2% | -3.0% | -5.4% |
| 3M | -19.1% | +2.8% | -21.9% | -20.2% |
| 6M | -32.6% | +4.2% | -36.8% | -34.2% |
| YTD | -40.7% | +4.7% | -45.4% | -42.7% |
| 1Y | -48.9% | +12.7% | -61.6% | -53.4% |
| All | -48.9% | +12.5% | -61.4% | -53.4% |
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