-37.7%
DG vs NLY
+25.6%
-63.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.4% |
| 7D | -6.5% | -4.0% | -2.5% | -5.7% |
| 30D | +4.2% | -5.2% | +9.4% | +5.3% |
| 3M | +9.5% | +2.8% | +6.7% | +8.9% |
| 6M | -13.1% | +4.2% | -17.3% | -13.9% |
| YTD | -4.8% | +4.7% | -9.5% | -5.8% |
| 1Y | +20.6% | +12.7% | +7.9% | +17.7% |
| 3Y | +4.9% | +62.5% | -57.6% | -4.5% |
| All | -37.7% | +25.6% | -63.3% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling