+1.5%
DHI vs NLY
-3.8%
+5.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | +0.6% |
| 7D | -6.1% | -3.2% | -2.9% | -2.9% |
| 30D | +9.8% | +0.2% | +9.6% | +10.0% |
| 3M | -2.2% | -17.8% | +15.6% | +17.0% |
| 6M | +2.0% | -12.3% | +14.4% | +15.3% |
| YTD | +3.3% | -9.0% | +12.3% | +10.0% |
| 1Y | +1.5% | -4.6% | +6.2% | -0.7% |
| All | +1.5% | -3.8% | +5.3% | -0.7% |
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