+77.9%
NLY vs RBA
+206.5%
-128.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.8% | -4.3% | -1.4% |
| 7D | -4.0% | +0.1% | -4.1% | -4.0% |
| 30D | -5.2% | -2.9% | -2.3% | -4.6% |
| 3M | +2.8% | -20.9% | +23.7% | +8.4% |
| 6M | +4.2% | -17.7% | +21.9% | +8.6% |
| YTD | +4.7% | -18.2% | +22.8% | +8.7% |
| 1Y | +12.7% | -29.1% | +41.8% | +21.4% |
| 3Y | +62.5% | +29.5% | +33.0% | +47.3% |
| 5Y | +26.3% | +40.2% | -13.9% | +9.4% |
| All | +77.9% | +206.5% | -128.6% | +18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling