-72.1%
RAM vs NLY
-12.1%
-60.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.5% | -2.1% | +22.6% | +19.6% |
| 7D | -8.0% | -3.2% | -4.9% | -9.1% |
| 30D | -40.4% | +0.2% | -40.6% | -39.7% |
| 3M | -37.0% | -17.8% | -19.3% | -29.4% |
| All | -72.1% | -12.1% | -60.0% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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 · Available span rolling