+62.5%
NLY vs RBA
+29.8%
+32.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.8% | -4.3% | -1.3% |
| 7D | -4.0% | +0.1% | -4.1% | -4.0% |
| 30D | -5.2% | -2.9% | -2.3% | -4.7% |
| 3M | +2.8% | -20.9% | +23.7% | +7.5% |
| 6M | +4.2% | -17.7% | +21.9% | +7.8% |
| YTD | +4.7% | -18.2% | +22.8% | +7.7% |
| 1Y | +12.7% | -29.1% | +41.8% | +20.4% |
| 3Y | +62.5% | +29.5% | +33.0% | +46.1% |
| All | +62.5% | +29.8% | +32.8% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling