+2,745.4%
RIO vs NLY
+1,197.0%
+1,548.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.5% |
| 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% | +60.8% |
| 3Y | +88.8% | +62.5% | +26.2% | +58.0% |
| 5Y | +93.1% | +26.3% | +66.8% | +72.3% |
| 10Y | +593.0% | +81.0% | +512.0% | +421.8% |
| All | +2,745.4% | +1,197.0% | +1,548.4% | +1,509.0% |
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