+6.6%
DASH vs NLY
+38.6%
-32.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.7% |
| 7D | -4.6% | -4.0% | -0.6% | -2.2% |
| 30D | -5.0% | -5.2% | +0.3% | -1.8% |
| 3M | +30.6% | +2.8% | +27.8% | +28.3% |
| 6M | +19.2% | +4.2% | +15.0% | +15.9% |
| YTD | -10.8% | +4.7% | -15.5% | -14.0% |
| 1Y | -22.4% | +12.7% | -35.1% | -29.0% |
| 3Y | +142.5% | +62.5% | +79.9% | +70.1% |
| 5Y | -4.0% | +26.3% | -30.3% | -19.1% |
| All | +6.6% | +38.6% | -32.0% | -8.0% |
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 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