-28.2%
DPZ vs NLY
+8.1%
-36.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.8% |
| 7D | +2.2% | +2.7% | -0.5% | +1.3% |
| 30D | +6.7% | +2.3% | +4.4% | +6.0% |
| 3M | -4.5% | -15.2% | +10.6% | +0.3% |
| 6M | +3.3% | -11.2% | +14.5% | +7.0% |
| YTD | -19.4% | -7.1% | -12.3% | -18.0% |
| 1Y | -17.3% | -1.3% | -16.0% | -17.4% |
| 3Y | -8.4% | +65.3% | -73.7% | -21.5% |
| 5Y | -28.2% | +8.6% | -36.8% | -27.5% |
| All | -28.2% | +8.1% | -36.3% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling