+25.1%
NLY vs NIO
-90.3%
+115.4%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.5% | -0.8% |
| 7D | -4.0% | -2.9% | -1.1% | -3.7% |
| 30D | -5.2% | -18.7% | +13.5% | -3.2% |
| 3M | +2.8% | -29.4% | +32.3% | +6.5% |
| 6M | +4.2% | -32.5% | +36.7% | +7.9% |
| YTD | +4.7% | -27.6% | +32.3% | +7.2% |
| 1Y | +12.7% | -39.2% | +52.0% | +17.0% |
| 3Y | +62.5% | -64.3% | +126.8% | +71.4% |
| All | +25.1% | -90.3% | +115.4% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling