-12.1%
DASH vs NLY
-6.9%
-5.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.9% |
| 7D | -4.5% | -5.9% | +1.3% | -1.3% |
| 30D | -6.8% | -2.8% | -4.0% | -5.0% |
| 3M | -20.7% | -21.6% | +1.0% | -10.9% |
| 6M | +15.1% | -14.5% | +29.6% | +23.9% |
| YTD | -24.3% | -12.4% | -11.9% | -18.3% |
| 1Y | -12.1% | -7.3% | -4.9% | -3.9% |
| All | -12.1% | -6.9% | -5.2% | -3.9% |
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