+30.8%
RIO vs NLY
+2.3%
+28.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.8% | -0.2% | +1.7% |
| 7D | -1.6% | +3.5% | -5.1% | -3.3% |
| 30D | -11.6% | +3.6% | -15.2% | -13.1% |
| 3M | -12.7% | -13.6% | +0.9% | -5.5% |
| 6M | -12.4% | -9.1% | -3.3% | -8.1% |
| YTD | +11.0% | -6.1% | +17.1% | +14.2% |
| 1Y | +30.8% | +0.7% | +30.1% | +32.5% |
| All | +30.8% | +2.3% | +28.6% | +32.5% |
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 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