+77.9%
NLY vs RJF
+429.3%
-351.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | -4.0% | -2.7% | -1.3% | -3.0% |
| 30D | -5.2% | -4.3% | -1.0% | -3.7% |
| 3M | +2.8% | +15.7% | -12.9% | -3.0% |
| 6M | +4.2% | +17.8% | -13.6% | -2.6% |
| YTD | +4.7% | +9.2% | -4.5% | +0.3% |
| 1Y | +12.7% | +2.8% | +10.0% | +10.3% |
| 3Y | +62.5% | +69.5% | -6.9% | +27.3% |
| 5Y | +26.3% | +105.9% | -79.6% | -10.5% |
| All | +77.9% | +429.3% | -351.4% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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