+62.5%
NLY vs RPRX
+116.2%
-53.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -4.0% | -8.4% | +4.4% | -2.2% |
| 30D | -5.2% | -0.6% | -4.6% | -5.2% |
| 3M | +2.8% | +6.4% | -3.6% | +1.3% |
| 6M | +4.2% | +26.6% | -22.4% | -1.1% |
| YTD | +4.7% | +53.8% | -49.1% | -4.6% |
| 1Y | +12.7% | +62.8% | -50.1% | +1.1% |
| 3Y | +62.5% | +118.0% | -55.5% | +36.7% |
| All | +62.5% | +116.2% | -53.6% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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