-22.7%
DASH vs NLY
+13.1%
-35.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +3.0% |
| 7D | -9.4% | -3.6% | -5.8% | -8.1% |
| 30D | -5.2% | -4.9% | -0.2% | -3.3% |
| 3M | +33.1% | +6.2% | +26.9% | +30.5% |
| 6M | +18.3% | +4.5% | +13.8% | +15.5% |
| YTD | -11.2% | +5.1% | -16.4% | -13.4% |
| All | -22.7% | +13.1% | -35.8% | -25.6% |
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 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