+386.9%
DAL vs NLY
+221.6%
+165.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | -1.1% | -5.9% | +4.8% | +2.7% |
| 30D | +12.8% | -2.8% | +15.6% | +15.0% |
| 3M | -5.3% | -21.6% | +16.4% | +9.8% |
| 6M | +22.4% | -14.5% | +36.9% | +34.9% |
| YTD | +25.6% | -12.4% | +38.0% | +36.1% |
| 1Y | +45.5% | -7.3% | +52.8% | +52.3% |
| 3Y | +161.0% | +54.8% | +106.1% | +100.5% |
| 5Y | +112.2% | +2.4% | +109.9% | +103.8% |
| 10Y | +109.1% | +53.2% | +55.9% | +59.7% |
| All | +386.9% | +221.6% | +165.3% | +124.1% |
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