+134.2%
DAL vs NLY
+81.8%
+52.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.5% |
| 7D | -0.3% | -4.0% | +3.7% | +2.5% |
| 30D | -11.1% | -5.2% | -5.9% | -7.8% |
| 3M | -2.1% | +2.8% | -4.9% | -4.1% |
| 6M | +35.8% | +4.2% | +31.6% | +32.2% |
| YTD | +16.0% | +4.7% | +11.4% | +12.2% |
| 1Y | +33.7% | +12.7% | +20.9% | +22.4% |
| 3Y | +102.3% | +62.5% | +39.7% | +43.1% |
| 5Y | +110.3% | +26.3% | +84.0% | +75.6% |
| All | +134.2% | +81.8% | +52.3% | +81.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling