-9.3%
DPZ vs NLY
+71.5%
-80.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | -4.4% | -1.4% | -3.0% | -4.0% |
| 3M | +7.6% | +12.0% | -4.4% | +3.3% |
| 6M | -16.9% | +8.3% | -25.3% | -19.5% |
| YTD | -18.6% | +8.6% | -27.2% | -21.5% |
| 1Y | -26.7% | +16.9% | -43.6% | -31.3% |
| 3Y | -9.3% | +71.0% | -80.3% | -25.0% |
| All | -9.3% | +71.5% | -80.8% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling