+62.5%
NLY vs RL
+202.0%
-139.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -4.0% | -3.4% | -0.5% | -3.2% |
| 30D | -5.2% | -14.4% | +9.2% | -1.9% |
| 3M | +2.8% | -13.6% | +16.4% | +6.0% |
| 6M | +4.2% | +0.6% | +3.6% | +3.2% |
| YTD | +4.7% | -3.6% | +8.3% | +4.5% |
| 1Y | +12.7% | +8.3% | +4.4% | +9.3% |
| 3Y | +62.5% | +204.8% | -142.2% | +13.0% |
| All | +62.5% | +202.0% | -139.4% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling