+205.8%
RSP vs NLY
+81.8%
+124.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -1.9% | -4.0% | +2.1% | -0.3% |
| 30D | -2.8% | -5.2% | +2.4% | -0.8% |
| 3M | +2.8% | +2.8% | 0.0% | +1.6% |
| 6M | +10.2% | +4.2% | +6.0% | +8.1% |
| YTD | +13.1% | +4.7% | +8.4% | +10.6% |
| 1Y | +14.8% | +12.7% | +2.0% | +8.9% |
| 3Y | +52.6% | +62.5% | -9.9% | +24.5% |
| 5Y | +51.6% | +26.3% | +25.3% | +34.1% |
| All | +205.8% | +81.8% | +124.0% | +155.2% |
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