+63.3%
NLY vs NIO
-65.5%
+128.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -2.4% |
| 7D | -3.6% | -7.3% | +3.6% | -3.1% |
| 30D | -4.9% | -22.5% | +17.6% | -3.0% |
| 3M | +6.2% | -30.9% | +37.1% | +9.2% |
| 6M | +4.5% | -37.2% | +41.7% | +7.9% |
| YTD | +5.1% | -29.8% | +35.0% | +7.4% |
| 1Y | +13.5% | -37.4% | +50.9% | +16.5% |
| All | +63.3% | -65.5% | +128.8% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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