+41.6%
DE vs NLY
+0.3%
+41.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +0.5% | +2.1% | -1.6% | 0.0% |
| 30D | -2.9% | +2.3% | -5.2% | -3.4% |
| 3M | +8.6% | -13.7% | +22.3% | +11.8% |
| 6M | +15.8% | -9.6% | +25.4% | +17.9% |
| YTD | +43.6% | -6.5% | +50.1% | +44.9% |
| 1Y | +41.6% | -0.6% | +42.2% | +43.8% |
| All | +41.6% | +0.3% | +41.3% | +43.8% |
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 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