+91.1%
DASH vs NLY
+56.9%
+34.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.9% |
| 7D | -4.5% | -5.9% | +1.3% | -1.4% |
| 30D | -6.8% | -2.8% | -4.0% | -5.2% |
| 3M | -20.7% | -21.6% | +1.0% | -10.2% |
| 6M | +15.1% | -14.5% | +29.6% | +24.8% |
| YTD | -24.3% | -12.4% | -11.9% | -19.3% |
| 1Y | -12.1% | -7.3% | -4.9% | -9.2% |
| 3Y | +91.1% | +54.8% | +36.2% | +48.9% |
| All | +91.1% | +56.9% | +34.1% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling