+1,760.4%
DLTR vs NLY
+1,197.0%
+563.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.3% |
| 7D | -10.1% | -4.0% | -6.1% | -9.3% |
| 30D | -8.1% | -5.2% | -2.9% | -7.0% |
| 3M | +2.9% | +2.8% | 0.0% | +2.2% |
| 6M | +4.3% | +4.2% | +0.1% | +3.4% |
| YTD | -3.9% | +4.7% | -8.6% | -4.9% |
| 1Y | +18.9% | +12.7% | +6.1% | +15.8% |
| 3Y | +1.9% | +62.5% | -60.6% | -8.8% |
| 5Y | +31.0% | +26.3% | +4.7% | +22.0% |
| 10Y | +44.8% | +81.0% | -36.2% | +22.1% |
| All | +1,760.4% | +1,197.0% | +563.4% | +1,271.6% |
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