-24.3%
UBER vs NLY
+12.5%
-36.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.1% |
| 7D | -5.4% | -4.0% | -1.4% | -4.0% |
| 30D | -4.9% | -5.2% | +0.3% | -3.0% |
| 3M | +3.0% | +2.8% | +0.2% | +2.2% |
| 6M | -4.4% | +4.2% | -8.6% | -6.2% |
| YTD | -12.3% | +4.7% | -17.0% | -13.4% |
| 1Y | -24.3% | +12.7% | -37.0% | -25.1% |
| All | -24.3% | +12.5% | -36.8% | -25.1% |
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