+25.1%
NLY vs RVTY
-33.1%
+58.2%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.9% |
| 3M | +2.8% | +22.5% | -19.7% | -3.7% |
| 6M | +4.2% | +38.9% | -34.7% | -6.7% |
| YTD | +4.7% | +28.7% | -24.1% | -4.7% |
| 1Y | +12.7% | +45.5% | -32.7% | -1.9% |
| 3Y | +62.5% | +16.4% | +46.2% | +47.8% |
| All | +25.1% | -33.1% | +58.2% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling