+282.9%
QCOM vs NLY
+81.8%
+201.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.3% | +3.1% |
| 7D | +7.8% | -4.0% | +11.8% | +9.6% |
| 30D | +12.2% | -5.2% | +17.4% | +14.6% |
| 3M | -9.9% | +2.8% | -12.7% | -11.1% |
| 6M | +36.9% | +4.2% | +32.7% | +34.4% |
| YTD | +8.0% | +4.7% | +3.4% | +5.7% |
| 1Y | +15.0% | +12.7% | +2.3% | +9.0% |
| 3Y | +75.8% | +62.5% | +13.3% | +43.8% |
| 5Y | +42.2% | +26.3% | +15.9% | +25.4% |
| All | +282.9% | +81.8% | +201.1% | +241.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling