+257.2%
XOM vs NLY
+25.6%
+231.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.6% |
| 7D | +4.1% | -4.0% | +8.1% | +5.0% |
| 30D | +4.6% | -5.2% | +9.8% | +5.7% |
| 3M | +14.0% | +2.8% | +11.1% | +13.0% |
| 6M | +11.0% | +4.2% | +6.8% | +9.2% |
| YTD | +40.7% | +4.7% | +36.0% | +38.1% |
| 1Y | +52.3% | +12.7% | +39.6% | +46.3% |
| 3Y | +60.5% | +62.5% | -2.1% | +38.7% |
| All | +257.2% | +25.6% | +231.6% | +280.8% |
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