+1,561.5%
QQQ vs NLY
+1,384.0%
+177.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.0% |
| 7D | -0.6% | -4.0% | +3.4% | +0.5% |
| 30D | -1.2% | -5.2% | +4.0% | +0.2% |
| 3M | -0.2% | +2.8% | -3.0% | -1.0% |
| 6M | +17.9% | +4.2% | +13.7% | +16.4% |
| YTD | +16.6% | +4.7% | +12.0% | +14.9% |
| 1Y | +23.0% | +12.7% | +10.2% | +18.6% |
| 3Y | +92.9% | +62.5% | +30.4% | +67.6% |
| 5Y | +95.6% | +26.3% | +69.3% | +79.7% |
| 10Y | +570.4% | +81.0% | +489.4% | +441.2% |
| All | +1,561.5% | +1,384.0% | +177.5% | +772.2% |
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 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