+77.9%
NLY vs RCAT
-98.5%
+176.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | -4.0% | -4.9% | +0.9% | -4.0% |
| 30D | -5.2% | -22.9% | +17.6% | -5.1% |
| 3M | +2.8% | -33.7% | +36.6% | +3.0% |
| 6M | +4.2% | -50.7% | +54.9% | +4.5% |
| YTD | +4.7% | +0.4% | +4.3% | +4.4% |
| 1Y | +12.7% | -27.6% | +40.4% | +12.6% |
| 3Y | +62.5% | +753.2% | -690.6% | +59.2% |
| 5Y | +26.3% | +183.3% | -156.9% | +24.0% |
| All | +77.9% | -98.5% | +176.4% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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