+20.6%
RDW vs NLY
-1.3%
+21.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.5% | -0.5% | +17.0% | +17.0% |
| 7D | -14.1% | +2.9% | -16.9% | -16.7% |
| 30D | -29.6% | +4.6% | -34.2% | -33.2% |
| 3M | -39.1% | -14.1% | -25.0% | -27.2% |
| 6M | -25.2% | -10.7% | -14.5% | -15.1% |
| YTD | -5.1% | -7.0% | +1.8% | +8.5% |
| 1Y | +20.6% | -0.7% | +21.3% | +26.4% |
| All | +20.6% | -1.3% | +21.9% | +26.4% |
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