+531.0%
DG vs NLY
+156.9%
+374.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -0.8% |
| 7D | -6.3% | -3.6% | -2.7% | -5.8% |
| 30D | +2.4% | -4.9% | +7.4% | +3.2% |
| 3M | +12.4% | +6.2% | +6.2% | +11.4% |
| 6M | -14.9% | +4.5% | -19.4% | -15.5% |
| YTD | -6.1% | +5.1% | -11.2% | -6.8% |
| 1Y | +17.9% | +13.5% | +4.3% | +15.5% |
| 3Y | +3.1% | +65.6% | -62.4% | -4.7% |
| 5Y | -38.7% | +26.9% | -65.6% | -41.8% |
| 10Y | +99.6% | +81.8% | +17.9% | +81.8% |
| All | +531.0% | +156.9% | +374.0% | +444.5% |
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