+138.9%
DPZ vs NLY
+52.3%
+86.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.1% | +5.6% | +2.1% |
| 7D | -2.5% | -6.8% | +4.3% | -1.3% |
| 30D | +12.5% | -3.2% | +15.8% | +13.2% |
| 3M | -5.2% | -21.1% | +15.8% | -1.4% |
| 6M | +8.8% | -15.5% | +24.2% | +11.9% |
| YTD | -18.7% | -12.8% | -5.8% | -16.9% |
| 1Y | -15.7% | -7.8% | -7.9% | -14.7% |
| 3Y | -7.5% | +55.1% | -62.6% | -13.5% |
| 5Y | -30.1% | +1.9% | -32.0% | -32.3% |
| All | +138.9% | +52.3% | +86.6% | +134.9% |
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