-99.9%
DFNS vs NLY
+67.4%
-167.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.7% |
| 7D | -6.3% | -4.0% | -2.4% | -7.8% |
| 30D | -74.0% | -5.2% | -68.7% | -74.5% |
| 3M | -70.1% | +2.8% | -73.0% | -70.2% |
| 6M | -93.9% | +4.2% | -98.1% | -93.9% |
| YTD | -98.1% | +4.7% | -102.8% | -98.1% |
| 1Y | -98.3% | +12.7% | -111.0% | -98.2% |
| 3Y | -99.9% | +62.5% | -162.4% | -99.9% |
| 5Y | -99.9% | +26.3% | -126.2% | -99.8% |
| All | -99.9% | +67.4% | -167.2% | -99.8% |
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 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