-74.7%
NKE vs NLY
+25.6%
-100.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.7% |
| 7D | -4.2% | -4.0% | -0.2% | -2.1% |
| 30D | -8.2% | -5.2% | -3.0% | -5.5% |
| 3M | -19.1% | +2.8% | -21.9% | -20.3% |
| 6M | -32.6% | +4.2% | -36.8% | -34.1% |
| YTD | -40.7% | +4.7% | -45.4% | -42.3% |
| 1Y | -48.9% | +12.7% | -61.6% | -52.2% |
| 3Y | -59.2% | +62.5% | -121.8% | -68.5% |
| All | -74.7% | +25.6% | -100.3% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling