+584.5%
RIO vs NLY
+81.8%
+502.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.7% |
| 7D | -3.2% | -4.0% | +0.8% | -1.8% |
| 30D | +0.9% | -5.2% | +6.2% | +2.8% |
| 3M | -1.4% | +2.8% | -4.3% | -2.4% |
| 6M | +10.9% | +4.2% | +6.7% | +9.4% |
| YTD | +31.2% | +4.7% | +26.5% | +29.1% |
| 1Y | +67.9% | +12.7% | +55.2% | +61.0% |
| 3Y | +88.8% | +62.5% | +26.2% | +59.3% |
| 5Y | +93.1% | +26.3% | +66.8% | +74.3% |
| All | +584.5% | +81.8% | +502.7% | +508.4% |
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 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