+3,178.9%
ORCL vs NLY
+1,239.1%
+1,939.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.4% |
| 7D | +10.9% | -0.4% | +11.3% | +11.0% |
| 30D | +7.0% | -1.3% | +8.3% | +7.4% |
| 3M | -21.2% | +7.6% | -28.8% | -22.8% |
| 6M | +7.4% | +8.9% | -1.5% | +4.8% |
| YTD | -16.3% | +8.1% | -24.3% | -18.2% |
| 1Y | -32.3% | +15.8% | -48.1% | -35.2% |
| 3Y | +32.6% | +70.2% | -37.6% | +14.7% |
| 5Y | +93.1% | +30.0% | +63.1% | +76.3% |
| 10Y | +368.8% | +86.8% | +282.0% | +277.4% |
| All | +3,178.9% | +1,239.1% | +1,939.8% | +1,854.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling