+51.5%
NLY vs NIO
-38.3%
+89.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.3% |
| 7D | -0.4% | -4.1% | +3.7% | -0.2% |
| 30D | -1.3% | -23.2% | +21.9% | +0.5% |
| 3M | +7.6% | -29.9% | +37.6% | +10.2% |
| 6M | +8.9% | -25.1% | +34.0% | +10.6% |
| YTD | +8.1% | -27.5% | +35.5% | +9.8% |
| 1Y | +15.8% | -41.1% | +56.9% | +18.9% |
| 3Y | +70.2% | -63.1% | +133.3% | +75.2% |
| 5Y | +30.0% | -90.4% | +120.3% | +39.2% |
| All | +51.5% | -38.3% | +89.8% | +39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling