+1,405.1%
NLY vs RBA
+3,468.6%
-2,063.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -0.4% | -1.9% | +1.5% | -0.1% |
| 30D | -1.3% | -13.0% | +11.7% | +1.3% |
| 3M | +7.6% | -23.1% | +30.7% | +12.8% |
| 6M | +8.9% | -22.6% | +31.5% | +13.9% |
| YTD | +8.1% | -20.4% | +28.5% | +12.1% |
| 1Y | +15.8% | -29.6% | +45.4% | +22.9% |
| 3Y | +70.2% | +26.6% | +43.6% | +59.3% |
| 5Y | +30.0% | +38.2% | -8.2% | +17.7% |
| 10Y | +86.8% | +194.7% | -107.9% | +43.2% |
| All | +1,405.1% | +3,468.6% | -2,063.5% | +714.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling