-27.1%
RKT vs NLY
+61.3%
-88.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.4% |
| 7D | -6.3% | -4.0% | -2.3% | -2.4% |
| 30D | -6.2% | -5.2% | -1.0% | -0.8% |
| 3M | -1.9% | +2.8% | -4.7% | -3.8% |
| 6M | -13.0% | +4.2% | -17.2% | -14.9% |
| YTD | -31.9% | +4.7% | -36.6% | -33.5% |
| 1Y | -37.6% | +12.7% | -50.3% | -43.0% |
| 3Y | +36.8% | +62.5% | -25.7% | -8.1% |
| 5Y | -9.7% | +26.3% | -36.1% | -24.0% |
| All | -27.1% | +61.3% | -88.3% | -52.4% |
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 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