+22.4%
DAL vs NLY
-14.9%
+37.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.8% |
| 7D | -1.1% | -5.9% | +4.8% | +5.0% |
| 30D | +12.8% | -2.8% | +15.6% | +16.4% |
| 3M | -5.3% | -21.6% | +16.4% | +21.1% |
| 6M | +22.4% | -14.5% | +36.9% | +39.0% |
| All | +22.4% | -14.9% | +37.2% | +39.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling