+137.2%
DPZ vs NLY
+82.7%
+54.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -0.8% |
| 7D | -8.6% | -3.6% | -4.9% | -8.0% |
| 30D | -11.2% | -4.9% | -6.3% | -10.5% |
| 3M | +1.4% | +6.2% | -4.8% | +0.4% |
| 6M | -19.9% | +4.5% | -24.4% | -20.5% |
| YTD | -23.0% | +5.1% | -28.2% | -23.8% |
| 1Y | -28.2% | +13.5% | -41.7% | -29.9% |
| 3Y | -14.2% | +65.6% | -79.8% | -21.1% |
| 5Y | -33.4% | +26.9% | -60.3% | -37.7% |
| All | +137.2% | +82.7% | +54.5% | +125.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling