+16,614.8%
RMD vs NLY
+1,202.9%
+15,411.9%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.4% |
| 7D | -4.2% | -3.6% | -0.6% | -3.4% |
| 30D | -2.1% | -4.9% | +2.9% | -1.0% |
| 3M | +13.8% | +6.2% | +7.6% | +12.3% |
| 6M | -10.6% | +4.5% | -15.1% | -11.5% |
| YTD | -8.1% | +5.1% | -13.2% | -9.2% |
| 1Y | -18.0% | +13.5% | -31.5% | -20.4% |
| 3Y | +52.9% | +65.6% | -12.7% | +36.5% |
| 5Y | -22.3% | +26.9% | -49.2% | -27.6% |
| 10Y | +274.8% | +81.8% | +193.0% | +215.9% |
| All | +16,614.8% | +1,202.9% | +15,411.9% | +7,883.7% |
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 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