+691.1%
NKE vs NLY
+1,197.0%
-505.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.6% |
| 7D | -4.2% | -4.0% | -0.2% | -3.1% |
| 30D | -8.2% | -5.2% | -3.0% | -6.8% |
| 3M | -19.1% | +2.8% | -21.9% | -19.7% |
| 6M | -32.6% | +4.2% | -36.8% | -33.4% |
| YTD | -40.7% | +4.7% | -45.4% | -41.5% |
| 1Y | -48.9% | +12.7% | -61.6% | -50.6% |
| 3Y | -59.2% | +62.5% | -121.8% | -64.5% |
| 5Y | -75.3% | +26.3% | -101.7% | -77.3% |
| 10Y | -23.1% | +81.0% | -104.0% | -37.0% |
| All | +691.1% | +1,197.0% | -505.9% | +383.4% |
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 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