+1,248.1%
NLY vs RRC
+264.1%
+984.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.7% |
| 7D | -3.6% | -1.2% | -2.5% | -3.5% |
| 30D | -4.9% | +3.0% | -7.9% | -5.3% |
| 3M | +6.2% | +7.3% | -1.1% | +5.2% |
| 6M | +4.5% | +3.6% | +0.9% | +3.7% |
| YTD | +5.1% | +19.4% | -14.2% | +2.6% |
| 1Y | +13.5% | +21.4% | -7.9% | +10.3% |
| 3Y | +65.6% | +32.8% | +32.8% | +57.8% |
| 5Y | +26.9% | +152.0% | -125.1% | +9.9% |
| 10Y | +81.8% | +5.9% | +75.9% | +54.9% |
| All | +1,248.1% | +264.1% | +984.0% | +1,062.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling