+19.3%
NLY vs RBA
-26.5%
+45.9%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -1.0% | -2.9% | +1.9% | -0.6% |
| 30D | +0.6% | -12.3% | +12.9% | +2.3% |
| 3M | +10.8% | -20.5% | +31.4% | +13.9% |
| 6M | +6.2% | -18.5% | +24.8% | +8.3% |
| YTD | +9.0% | -18.2% | +27.2% | +10.0% |
| 1Y | +19.3% | -27.5% | +46.8% | +21.8% |
| All | +19.3% | -26.5% | +45.9% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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