+22.9%
ORCL vs NLY
+64.2%
-41.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.6% |
| 7D | -5.4% | -4.0% | -1.4% | -3.8% |
| 30D | -2.0% | -5.2% | +3.3% | +0.2% |
| 3M | -18.1% | +2.8% | -20.9% | -19.0% |
| 6M | -7.2% | +4.2% | -11.4% | -9.2% |
| YTD | -22.2% | +4.7% | -26.8% | -24.1% |
| 1Y | -50.6% | +12.7% | -63.4% | -53.5% |
| 3Y | +22.9% | +62.5% | -39.7% | -0.2% |
| All | +22.9% | +64.2% | -41.3% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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