+558.9%
RMBS vs NLY
+81.8%
+477.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +1.8% | -4.0% | +5.8% | +3.6% |
| 30D | -13.9% | -5.2% | -8.7% | -11.9% |
| 3M | -39.8% | +2.8% | -42.6% | -40.8% |
| 6M | -6.0% | +4.2% | -10.2% | -7.9% |
| YTD | -5.4% | +4.7% | -10.0% | -7.4% |
| 1Y | -1.8% | +12.7% | -14.6% | -7.2% |
| 3Y | +53.7% | +62.5% | -8.9% | +25.5% |
| 5Y | +268.5% | +26.3% | +242.2% | +225.9% |
| All | +558.9% | +81.8% | +477.0% | +435.3% |
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 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