+1,141.0%
XOM vs NLY
+1,197.0%
-56.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.6% |
| 7D | +4.1% | -4.0% | +8.1% | +5.2% |
| 30D | +4.6% | -5.2% | +9.8% | +6.0% |
| 3M | +14.0% | +2.8% | +11.1% | +12.9% |
| 6M | +11.0% | +4.2% | +6.8% | +9.0% |
| YTD | +40.7% | +4.7% | +36.0% | +37.9% |
| 1Y | +52.3% | +12.7% | +39.6% | +46.2% |
| 3Y | +60.5% | +62.5% | -2.1% | +38.7% |
| 5Y | +266.4% | +26.3% | +240.1% | +233.1% |
| 10Y | +194.4% | +81.0% | +113.5% | +140.6% |
| All | +1,141.0% | +1,197.0% | -56.1% | +896.6% |
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 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