+3,536.4%
DLR vs NLY
+290.1%
+3,246.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -0.6% |
| 7D | -1.3% | -3.6% | +2.3% | +0.6% |
| 30D | -2.9% | -4.9% | +2.1% | -0.4% |
| 3M | +3.2% | +6.2% | -3.0% | -0.1% |
| 6M | +3.9% | +4.5% | -0.6% | +1.3% |
| YTD | +21.4% | +5.1% | +16.3% | +17.8% |
| 1Y | +9.7% | +13.5% | -3.8% | +2.2% |
| 3Y | +56.5% | +65.6% | -9.0% | +19.0% |
| 5Y | +41.5% | +26.9% | +14.6% | +20.2% |
| 10Y | +171.3% | +81.8% | +89.5% | +71.7% |
| All | +3,536.4% | +290.1% | +3,246.3% | +1,343.3% |
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