+4.3%
QQQ vs NLY
+0.3%
+4.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.4% | -6.1% | -6.4% |
| 7D | -9.5% | +2.1% | -11.6% | -10.0% |
| 30D | -14.8% | +2.3% | -17.2% | -15.3% |
| 3M | -9.7% | -13.7% | +4.0% | -5.3% |
| 6M | -4.9% | -9.6% | +4.7% | -1.7% |
| YTD | +5.7% | -6.5% | +12.1% | +8.5% |
| 1Y | +4.3% | -0.6% | +4.9% | +6.7% |
| All | +4.3% | +0.3% | +4.0% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling