+271.5%
RMD vs NLY
+81.8%
+189.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -4.4% | -4.0% | -0.4% | -3.3% |
| 30D | -3.1% | -5.2% | +2.1% | -1.7% |
| 3M | +13.8% | +2.8% | +10.9% | +12.9% |
| 6M | -8.6% | +4.2% | -12.8% | -9.7% |
| YTD | -8.6% | +4.7% | -13.3% | -10.0% |
| 1Y | -19.7% | +12.7% | -32.4% | -22.5% |
| 3Y | +48.4% | +62.5% | -14.2% | +29.2% |
| 5Y | -22.7% | +26.3% | -49.1% | -29.5% |
| All | +271.5% | +81.8% | +189.6% | +231.7% |
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