+54.2%
RGTI vs NLY
+25.3%
+28.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.1% |
| 7D | +0.5% | -4.0% | +4.5% | +3.8% |
| 30D | -17.1% | -5.2% | -11.9% | -13.4% |
| 3M | -26.0% | +2.8% | -28.8% | -28.0% |
| 6M | -9.9% | +4.2% | -14.1% | -13.1% |
| YTD | -31.1% | +4.7% | -35.7% | -33.7% |
| 1Y | -8.5% | +12.7% | -21.3% | -17.8% |
| 3Y | +652.2% | +62.5% | +589.7% | +420.8% |
| 5Y | +56.8% | +26.3% | +30.5% | +19.4% |
| All | +54.2% | +25.3% | +28.9% | +17.5% |
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