+57.9%
DLR vs NLY
+64.2%
-6.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | +0.1% | -4.0% | +4.1% | +2.0% |
| 30D | -4.3% | -5.2% | +0.9% | -2.0% |
| 3M | +3.8% | +2.8% | +1.0% | +2.1% |
| 6M | +5.8% | +4.2% | +1.6% | +3.4% |
| YTD | +23.5% | +4.7% | +18.9% | +20.2% |
| 1Y | +11.1% | +12.7% | -1.7% | +4.1% |
| 3Y | +57.9% | +62.5% | -4.7% | +24.7% |
| All | +57.9% | +64.2% | -6.3% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling