Recently, I've seen everyone comparing RWA, and even U.S. Treasury yields, to various "yields" on the chain.

I'm actually more concerned about one small thing: who is feeding you the "on-chain data" in your eyes.
Nodes sync slowly, RPCs are overwhelmed, indexers haven't finished running, and the balances/positions/liquidation lines you see might be several minutes old...
To put it simply, it's not that the chain is inaccurate, but that your "chain viewing pipe" has latency.
I personally worry even more about this misalignment when doing steady compound interest:
Thinking your position is very safe, but in reality, it's just that the interface hasn't updated.
Now, the habit is to check two sources before key operations (switch RPCs, double-check the block height),
don't treat "page display" as fact.
Breathe, pace yourself, don't hurt yourself with tension.