+77.9%
NLY vs RRC
+4.9%
+73.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | -0.3% |
| 7D | -4.0% | -1.8% | -2.2% | -3.8% |
| 30D | -5.2% | +2.7% | -7.9% | -5.6% |
| 3M | +2.8% | +8.8% | -6.0% | +1.7% |
| 6M | +4.2% | -1.2% | +5.4% | +4.0% |
| YTD | +4.7% | +17.6% | -12.9% | +2.1% |
| 1Y | +12.7% | +18.4% | -5.7% | +9.7% |
| 3Y | +62.5% | +33.1% | +29.5% | +54.3% |
| 5Y | +26.3% | +148.2% | -121.9% | +9.2% |
| All | +77.9% | +4.9% | +73.0% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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