+237.9%
UAL vs NLY
+444.4%
-206.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.7% |
| 7D | -1.1% | -0.4% | -0.7% | -0.8% |
| 30D | -13.4% | -1.3% | -12.1% | -12.6% |
| 3M | -2.3% | +7.6% | -9.9% | -7.0% |
| 6M | +13.3% | +8.9% | +4.4% | +7.5% |
| YTD | -4.2% | +8.1% | -12.3% | -8.9% |
| 1Y | +1.4% | +15.8% | -14.4% | -8.2% |
| 3Y | +125.8% | +70.2% | +55.6% | +57.1% |
| 5Y | +130.0% | +30.0% | +100.0% | +87.9% |
| 10Y | +104.2% | +86.8% | +17.4% | +36.7% |
| All | +237.9% | +444.4% | -206.5% | +24.4% |
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