+65.7%
RIOT vs NLY
+20.9%
+44.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.2% |
| 7D | +14.8% | -1.0% | +15.8% | +16.0% |
| 30D | +1.4% | +0.6% | +0.8% | +0.5% |
| 3M | -20.6% | +10.8% | -31.5% | -29.5% |
| 6M | +31.9% | +6.2% | +25.7% | +22.4% |
| YTD | +72.1% | +9.0% | +63.0% | +65.1% |
| 1Y | +65.7% | +19.3% | +46.3% | +62.3% |
| All | +65.7% | +20.9% | +44.8% | +62.3% |
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 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