-98.3%
DFNS vs NLY
+12.5%
-110.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -1.7% |
| 7D | -6.3% | -4.0% | -2.4% | +0.9% |
| 30D | -74.0% | -5.2% | -68.7% | -71.3% |
| 3M | -70.1% | +2.8% | -73.0% | -67.7% |
| 6M | -93.9% | +4.2% | -98.1% | -93.3% |
| YTD | -98.1% | +4.7% | -102.8% | -97.9% |
| 1Y | -98.3% | +12.7% | -111.0% | -98.2% |
| All | -98.3% | +12.5% | -110.8% | -98.2% |
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 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