-14.9%
DASH vs NLY
+20.9%
-35.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | -10.6% | -1.0% | -9.6% | -10.2% |
| 30D | +2.2% | +0.6% | +1.5% | +1.9% |
| 3M | +32.3% | +10.8% | +21.4% | +27.7% |
| 6M | +19.1% | +6.2% | +12.9% | +14.6% |
| YTD | -6.5% | +9.0% | -15.5% | -10.0% |
| 1Y | -14.9% | +19.3% | -34.2% | -18.5% |
| All | -14.9% | +20.9% | -35.8% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling