+144.9%
UAL vs NLY
+25.6%
+119.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.4% |
| 7D | -1.4% | -4.0% | +2.6% | +1.5% |
| 30D | -12.2% | -5.2% | -7.0% | -8.9% |
| 3M | -2.5% | +2.8% | -5.3% | -4.4% |
| 6M | +21.1% | +4.2% | +16.9% | +18.3% |
| YTD | -1.8% | +4.7% | -6.5% | -4.7% |
| 1Y | +0.4% | +12.7% | -12.3% | -7.5% |
| 3Y | +130.3% | +62.5% | +67.7% | +68.3% |
| All | +144.9% | +25.6% | +119.3% | +167.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling