-28.2%
DPZ vs NLY
+12.3%
-40.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -0.7% |
| 7D | -8.6% | -3.6% | -4.9% | -7.8% |
| 30D | -11.2% | -4.9% | -6.3% | -10.2% |
| 3M | +1.4% | +6.2% | -4.8% | +0.3% |
| 6M | -19.9% | +4.5% | -24.4% | -20.9% |
| YTD | -23.0% | +5.1% | -28.2% | -24.7% |
| 1Y | -28.2% | +13.5% | -41.7% | -31.6% |
| All | -28.2% | +12.3% | -40.6% | -31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling