+117.1%
DDOG vs NLY
+64.2%
+53.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | 0.0% |
| 7D | +3.9% | -4.0% | +7.9% | +5.6% |
| 30D | -8.2% | -5.2% | -2.9% | -6.2% |
| 3M | -5.6% | +2.8% | -8.4% | -6.9% |
| 6M | +73.5% | +4.2% | +69.3% | +69.2% |
| YTD | +62.7% | +4.7% | +58.0% | +57.6% |
| 1Y | +59.0% | +12.7% | +46.2% | +47.8% |
| 3Y | +117.1% | +62.5% | +54.6% | +62.8% |
| All | +117.1% | +64.2% | +53.0% | +62.8% |
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