+605.1%
RVMD vs NLY
+27.2%
+577.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -3.0% | -4.0% | +1.0% | -1.0% |
| 30D | -0.7% | -5.2% | +4.5% | +1.9% |
| 3M | +36.5% | +2.8% | +33.7% | +34.4% |
| 6M | +104.6% | +4.2% | +100.4% | +100.1% |
| YTD | +155.8% | +4.7% | +151.2% | +149.0% |
| 1Y | +340.7% | +12.7% | +327.9% | +313.0% |
| 3Y | +519.9% | +62.5% | +457.4% | +384.9% |
| 5Y | +584.9% | +26.3% | +558.6% | +489.6% |
| All | +605.1% | +27.2% | +577.9% | +614.1% |
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