+2,818.7%
RTX vs NLY
+1,202.9%
+1,615.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +1.1% |
| 7D | -2.0% | -3.6% | +1.7% | -0.9% |
| 30D | -11.2% | -4.9% | -6.3% | -9.9% |
| 3M | +12.0% | +6.2% | +5.8% | +9.9% |
| 6M | -3.6% | +4.5% | -8.1% | -5.0% |
| YTD | +9.2% | +5.1% | +4.1% | +7.3% |
| 1Y | +29.7% | +13.5% | +16.2% | +24.4% |
| 3Y | +152.0% | +65.6% | +86.4% | +112.6% |
| 5Y | +165.8% | +26.9% | +138.9% | +138.2% |
| 10Y | +285.0% | +81.8% | +203.3% | +205.6% |
| All | +2,818.7% | +1,202.9% | +1,615.7% | +1,542.4% |
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