+333.1%
RCL vs NLY
+81.8%
+251.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.8% |
| 7D | -1.9% | -4.0% | +2.1% | +1.5% |
| 30D | -15.5% | -5.2% | -10.3% | -11.7% |
| 3M | -9.7% | +2.8% | -12.5% | -11.9% |
| 6M | -8.7% | +4.2% | -12.9% | -11.4% |
| YTD | -5.8% | +4.7% | -10.4% | -9.3% |
| 1Y | -24.5% | +12.7% | -37.2% | -31.8% |
| 3Y | +173.9% | +62.5% | +111.4% | +78.6% |
| 5Y | +228.0% | +26.3% | +201.7% | +164.6% |
| All | +333.1% | +81.8% | +251.2% | +228.7% |
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 · 6 months rolling