+338.0%
RF vs NLY
+81.8%
+256.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | -1.0% | -4.0% | +3.0% | +1.5% |
| 30D | -3.7% | -5.2% | +1.6% | -0.6% |
| 3M | +5.3% | +2.8% | +2.5% | +3.3% |
| 6M | +17.2% | +4.2% | +13.0% | +13.7% |
| YTD | +14.5% | +4.7% | +9.8% | +10.4% |
| 1Y | +15.9% | +12.7% | +3.2% | +6.6% |
| 3Y | +91.2% | +62.5% | +28.6% | +39.7% |
| 5Y | +90.0% | +26.3% | +63.7% | +59.3% |
| All | +338.0% | +81.8% | +256.2% | +286.3% |
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