+1,103.3%
RSP vs NLY
+342.5%
+760.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -1.8% | -0.4% | -1.4% | -1.7% |
| 30D | -2.5% | -1.3% | -1.2% | -2.1% |
| 3M | +3.0% | +7.6% | -4.6% | +0.3% |
| 6M | +8.9% | +8.9% | 0.0% | +5.4% |
| YTD | +13.0% | +8.1% | +4.9% | +9.5% |
| 1Y | +16.2% | +15.8% | +0.5% | +9.9% |
| 3Y | +52.7% | +70.2% | -17.5% | +25.2% |
| 5Y | +50.5% | +30.0% | +20.5% | +33.1% |
| 10Y | +209.8% | +86.8% | +123.0% | +133.3% |
| All | +1,103.3% | +342.5% | +760.8% | +536.8% |
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