+12.7%
NLY vs RL
+8.8%
+4.0%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -4.0% | -3.4% | -0.5% | -3.3% |
| 30D | -5.2% | -14.4% | +9.2% | -2.1% |
| 3M | +2.8% | -13.6% | +16.4% | +5.8% |
| 6M | +4.2% | +0.6% | +3.6% | +3.1% |
| YTD | +4.7% | -3.6% | +8.3% | +4.2% |
| 1Y | +12.7% | +8.3% | +4.4% | +9.1% |
| All | +12.7% | +8.8% | +4.0% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling