-99.6%
DFNS vs NLY
+2.3%
-101.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +3.8% | -22.2% | -24.6% |
| 7D | -27.7% | +3.5% | -31.2% | -33.1% |
| 30D | -58.0% | +3.6% | -61.6% | -61.3% |
| 3M | -94.0% | -13.6% | -80.4% | -92.0% |
| 6M | -94.6% | -9.1% | -85.5% | -92.5% |
| YTD | -99.4% | -6.1% | -93.4% | -99.2% |
| 1Y | -99.6% | +0.7% | -100.4% | -99.6% |
| All | -99.6% | +2.3% | -101.9% | -99.6% |
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