+62.5%
NLY vs RRC
+29.5%
+33.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +1.5% |
| 6M | +4.2% | -1.2% | +5.4% | +3.9% |
| YTD | +4.7% | +17.6% | -12.9% | +0.9% |
| 1Y | +12.7% | +18.4% | -5.7% | +8.2% |
| 3Y | +62.5% | +33.1% | +29.5% | +46.8% |
| All | +62.5% | +29.5% | +33.1% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling