+1,098.4%
DIA vs NLY
+1,449.7%
-351.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +0.1% |
| 7D | -3.0% | -3.6% | +0.6% | -2.1% |
| 30D | -3.0% | -4.9% | +1.9% | -1.7% |
| 3M | +4.5% | +6.2% | -1.7% | +2.8% |
| 6M | +9.8% | +4.5% | +5.3% | +8.4% |
| YTD | +9.3% | +5.1% | +4.1% | +7.6% |
| 1Y | +16.0% | +13.5% | +2.4% | +11.8% |
| 3Y | +57.7% | +65.6% | -7.9% | +37.1% |
| 5Y | +63.8% | +26.9% | +36.9% | +50.1% |
| 10Y | +248.8% | +81.8% | +167.0% | +184.2% |
| All | +1,098.4% | +1,449.7% | -351.2% | +533.4% |
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