+266.8%
RMBS vs NLY
+25.6%
+241.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.2% |
| 7D | +1.8% | -4.0% | +5.8% | +4.1% |
| 30D | -13.9% | -5.2% | -8.7% | -11.4% |
| 3M | -39.8% | +2.8% | -42.6% | -41.1% |
| 6M | -6.0% | +4.2% | -10.2% | -8.6% |
| YTD | -5.4% | +4.7% | -10.0% | -8.1% |
| 1Y | -1.8% | +12.7% | -14.6% | -8.8% |
| 3Y | +53.7% | +62.5% | -8.9% | +18.3% |
| All | +266.8% | +25.6% | +241.2% | +240.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling