+1,650.7%
RCL vs NLY
+1,202.9%
+447.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +1.1% |
| 7D | -2.5% | -3.6% | +1.2% | -0.5% |
| 30D | -15.7% | -4.9% | -10.7% | -13.4% |
| 3M | -3.6% | +6.2% | -9.8% | -6.6% |
| 6M | -8.7% | +4.5% | -13.1% | -10.3% |
| YTD | -6.2% | +5.1% | -11.3% | -8.4% |
| 1Y | -22.9% | +13.5% | -36.4% | -27.7% |
| 3Y | +173.6% | +65.6% | +108.0% | +109.8% |
| 5Y | +226.6% | +26.9% | +199.7% | +186.8% |
| 10Y | +341.2% | +81.8% | +259.5% | +241.5% |
| All | +1,650.7% | +1,202.9% | +447.7% | +716.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling