+77.9%
NLY vs RVTY
+145.6%
-67.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.2% | -1.3% |
| 7D | -4.0% | -4.5% | +0.5% | -2.7% |
| 30D | -5.2% | +5.5% | -10.7% | -6.8% |
| 3M | +2.8% | +22.5% | -19.7% | -3.5% |
| 6M | +4.2% | +38.9% | -34.7% | -6.2% |
| YTD | +4.7% | +28.7% | -24.1% | -4.3% |
| 1Y | +12.7% | +45.5% | -32.7% | -1.1% |
| 3Y | +62.5% | +16.4% | +46.2% | +48.6% |
| 5Y | +26.3% | -32.7% | +59.1% | +32.1% |
| All | +77.9% | +145.6% | -67.7% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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