+1,285.5%
NLY vs RL
+1,635.3%
-349.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.9% | +0.2% |
| 7D | -0.4% | -0.3% | -0.2% | -0.4% |
| 30D | -1.3% | -17.5% | +16.2% | +2.6% |
| 3M | +7.6% | -14.0% | +21.6% | +10.8% |
| 6M | +8.9% | -2.0% | +10.9% | +8.7% |
| YTD | +8.1% | -4.6% | +12.7% | +8.3% |
| 1Y | +15.8% | +9.5% | +6.3% | +12.5% |
| 3Y | +70.2% | +200.5% | -130.3% | +31.5% |
| 5Y | +30.0% | +226.3% | -196.3% | -2.9% |
| 10Y | +86.8% | +304.8% | -218.0% | +27.3% |
| All | +1,285.5% | +1,635.3% | -349.8% | +607.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling