-48.2%
RDDT vs NLY
-1.3%
-46.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.8% |
| 7D | +3.7% | +2.9% | +0.8% | +1.6% |
| 30D | -37.7% | +4.6% | -42.3% | -39.3% |
| 3M | -37.0% | -14.1% | -22.9% | -30.3% |
| 6M | -42.9% | -10.7% | -32.2% | -38.5% |
| YTD | -58.6% | -7.0% | -51.7% | -58.2% |
| 1Y | -48.2% | -0.7% | -47.5% | -53.2% |
| All | -48.2% | -1.3% | -46.9% | -53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling