+0.7%
NLY vs RACE
+10.6%
-9.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.3% | -0.4% | +2.7% |
| 7D | +3.5% | +9.9% | -6.4% | +1.0% |
| 30D | +3.6% | +12.8% | -9.2% | +0.5% |
| 3M | -13.6% | +7.4% | -21.0% | -15.3% |
| 6M | -9.1% | +27.6% | -36.7% | -14.5% |
| YTD | -6.1% | +18.4% | -24.4% | -11.3% |
| 1Y | +0.7% | +9.5% | -8.8% | -2.5% |
| All | +0.7% | +10.6% | -9.8% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 1y: compounded portfolio wealth divided by compounded RACE 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…
1y analysis · Full analysis span regression · 6 months rolling