+62.5%
NLY vs RJF
+69.0%
-6.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | -4.0% | -2.7% | -1.3% | -3.2% |
| 30D | -5.2% | -4.3% | -1.0% | -4.1% |
| 3M | +2.8% | +15.7% | -12.9% | -1.6% |
| 6M | +4.2% | +17.8% | -13.6% | -0.9% |
| YTD | +4.7% | +9.2% | -4.5% | +1.3% |
| 1Y | +12.7% | +2.8% | +10.0% | +10.9% |
| 3Y | +62.5% | +69.5% | -6.9% | +27.1% |
| All | +62.5% | +69.0% | -6.5% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling