+111.4%
NLY vs RACE
+640.3%
-528.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | +0.4% | -1.0% | +1.5% | +0.7% |
| 30D | -1.4% | -1.5% | +0.1% | -1.0% |
| 3M | +12.0% | +15.5% | -3.4% | +7.3% |
| 6M | +8.3% | +17.3% | -8.9% | +2.9% |
| YTD | +8.6% | +11.1% | -2.5% | +4.4% |
| 1Y | +16.9% | -14.3% | +31.2% | +20.3% |
| 3Y | +71.0% | +40.2% | +30.8% | +47.9% |
| 5Y | +31.1% | +92.6% | -61.5% | +1.7% |
| 10Y | +81.0% | +786.6% | -705.6% | +13.0% |
| All | +111.4% | +640.3% | -528.9% | +31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling