+6,874.1%
DHR vs NLY
+1,197.0%
+5,677.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -3.6% | -4.0% | +0.4% | -2.7% |
| 30D | -2.7% | -5.2% | +2.5% | -1.5% |
| 3M | +10.9% | +2.8% | +8.1% | +10.2% |
| 6M | +3.0% | +4.2% | -1.2% | +1.9% |
| YTD | -12.2% | +4.7% | -16.9% | -13.3% |
| 1Y | +3.3% | +12.7% | -9.4% | +0.1% |
| 3Y | -8.2% | +62.5% | -70.8% | -18.6% |
| 5Y | -29.9% | +26.3% | -56.2% | -34.9% |
| 10Y | +208.5% | +81.0% | +127.5% | +154.0% |
| All | +6,874.1% | +1,197.0% | +5,677.0% | +4,128.4% |
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