+77.9%
NLY vs RNG
+222.9%
-145.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -4.0% | -6.1% | +2.1% | -3.4% |
| 30D | -5.2% | +9.6% | -14.8% | -6.2% |
| 3M | +2.8% | +83.3% | -80.5% | -3.9% |
| 6M | +4.2% | +77.9% | -73.7% | -3.0% |
| YTD | +4.7% | +139.9% | -135.3% | -6.8% |
| 1Y | +12.7% | +121.7% | -108.9% | +1.1% |
| 3Y | +62.5% | +121.9% | -59.3% | +42.4% |
| 5Y | +26.3% | -68.4% | +94.7% | +21.8% |
| All | +77.9% | +222.9% | -145.0% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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