+344.5%
DAL vs NLY
+298.7%
+45.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | +3.4% | +0.4% | +2.9% | +3.1% |
| 30D | -13.6% | -1.4% | -12.2% | -12.8% |
| 3M | +1.2% | +12.0% | -10.8% | -5.4% |
| 6M | +34.5% | +8.3% | +26.1% | +28.3% |
| YTD | +14.7% | +8.6% | +6.1% | +9.0% |
| 1Y | +29.2% | +16.9% | +12.3% | +17.3% |
| 3Y | +100.0% | +71.0% | +29.0% | +43.9% |
| 5Y | +106.3% | +31.1% | +75.3% | +70.6% |
| 10Y | +126.4% | +81.0% | +45.4% | +55.4% |
| All | +344.5% | +298.7% | +45.8% | +79.6% |
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