+490.5%
DDOG vs NLY
+56.5%
+434.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -0.6% |
| 7D | +3.2% | -3.6% | +6.9% | +4.6% |
| 30D | -10.2% | -4.9% | -5.2% | -8.5% |
| 3M | -2.6% | +6.2% | -8.8% | -4.8% |
| 6M | +80.1% | +4.5% | +75.7% | +76.5% |
| YTD | +63.0% | +5.1% | +57.9% | +58.9% |
| 1Y | +59.4% | +13.5% | +45.8% | +50.7% |
| 3Y | +127.0% | +65.6% | +61.4% | +85.3% |
| 5Y | +61.7% | +26.9% | +34.8% | +40.2% |
| All | +490.5% | +56.5% | +434.0% | +451.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling