+77.9%
NLY vs RGEN
+415.7%
-337.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -4.0% | -1.4% | -2.5% | -3.8% |
| 30D | -5.2% | -0.3% | -4.9% | -5.3% |
| 3M | +2.8% | +23.9% | -21.1% | 0.0% |
| 6M | +4.2% | +38.5% | -34.3% | -0.2% |
| YTD | +4.7% | +0.8% | +3.9% | +3.7% |
| 1Y | +12.7% | +38.2% | -25.5% | +7.5% |
| 3Y | +62.5% | +1.3% | +61.2% | +56.7% |
| 5Y | +26.3% | -44.0% | +70.3% | +23.5% |
| All | +77.9% | +415.7% | -337.8% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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