+496.6%
RMBS vs NLY
+1,197.0%
-700.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +1.8% | -4.0% | +5.8% | +3.0% |
| 30D | -13.9% | -5.2% | -8.7% | -12.5% |
| 3M | -39.8% | +2.8% | -42.6% | -40.5% |
| 6M | -6.0% | +4.2% | -10.2% | -7.3% |
| YTD | -5.4% | +4.7% | -10.0% | -6.7% |
| 1Y | -1.8% | +12.7% | -14.6% | -5.6% |
| 3Y | +53.7% | +62.5% | -8.9% | +33.4% |
| 5Y | +268.5% | +26.3% | +242.2% | +239.0% |
| 10Y | +563.9% | +81.0% | +482.9% | +438.8% |
| All | +496.6% | +1,197.0% | -700.4% | +332.9% |
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