-9.5%
DASH vs NLY
+16.0%
-25.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.9% |
| 7D | -4.5% | -5.9% | +1.3% | -0.8% |
| 30D | -6.8% | -2.8% | -4.0% | -4.9% |
| 3M | -20.7% | -21.6% | +1.0% | -7.4% |
| 6M | +15.1% | -14.5% | +29.6% | +27.1% |
| YTD | -24.3% | -12.4% | -11.9% | -18.1% |
| 1Y | -12.1% | -7.3% | -4.9% | -8.6% |
| 3Y | +91.1% | +54.8% | +36.2% | +37.7% |
| 5Y | -30.3% | +2.4% | -32.6% | -33.8% |
| All | -9.5% | +16.0% | -25.5% | -12.4% |
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