+62.5%
NLY vs BIDU
-34.3%
+96.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.6% |
| 7D | -4.0% | -8.1% | +4.1% | -3.1% |
| 30D | -5.2% | -12.8% | +7.6% | -4.0% |
| 3M | +2.8% | -21.3% | +24.1% | +5.2% |
| 6M | +4.2% | -27.0% | +31.2% | +7.1% |
| YTD | +4.7% | -30.0% | +34.7% | +7.7% |
| 1Y | +12.7% | -18.3% | +31.0% | +12.7% |
| 3Y | +62.5% | -33.8% | +96.4% | +70.7% |
| All | +62.5% | -34.3% | +96.9% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 3y: compounded portfolio wealth divided by compounded BIDU 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…
3y analysis · Full analysis span regression · 6 months rolling