+439.2%
RVMD vs NLY
+20.9%
+418.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +1.0% | -1.0% | +2.0% | +1.5% |
| 30D | +6.4% | +0.6% | +5.8% | +6.1% |
| 3M | +34.9% | +10.8% | +24.1% | +28.2% |
| 6M | +107.6% | +6.2% | +101.3% | +100.3% |
| YTD | +163.7% | +9.0% | +154.7% | +153.1% |
| 1Y | +439.2% | +19.3% | +419.9% | +392.8% |
| All | +439.2% | +20.9% | +418.3% | +392.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling