+1,292.2%
NLY vs RY
+4,776.6%
-3,484.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | +0.4% | +2.7% | -2.3% | -0.8% |
| 30D | -1.4% | -1.0% | -0.4% | -1.0% |
| 3M | +12.0% | +7.6% | +4.4% | +8.2% |
| 6M | +8.3% | +29.5% | -21.1% | -3.8% |
| YTD | +8.6% | +24.2% | -15.6% | -1.9% |
| 1Y | +16.9% | +46.4% | -29.5% | -2.1% |
| 3Y | +71.0% | +159.4% | -88.4% | +10.4% |
| 5Y | +31.1% | +141.8% | -110.8% | -12.7% |
| 10Y | +81.0% | +373.9% | -292.9% | -8.6% |
| All | +1,292.2% | +4,776.6% | -3,484.4% | +252.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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