-5.1%
DASH vs NLY
+30.7%
-35.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.3% |
| 7D | -12.8% | -0.4% | -12.4% | -12.5% |
| 30D | -6.0% | -1.3% | -4.7% | -5.2% |
| 3M | +26.7% | +7.6% | +19.1% | +20.7% |
| 6M | +11.7% | +8.9% | +2.8% | +5.4% |
| YTD | -12.9% | +8.1% | -21.0% | -17.9% |
| 1Y | -23.1% | +15.8% | -38.9% | -31.2% |
| 3Y | +140.0% | +70.2% | +69.9% | +59.0% |
| 5Y | -5.1% | +30.0% | -35.0% | -10.9% |
| All | -5.1% | +30.7% | -35.8% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling