-33.2%
DPZ vs NLY
+30.7%
-63.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.0% |
| 7D | -7.3% | -0.4% | -6.8% | -7.1% |
| 30D | -7.6% | -1.3% | -6.3% | -7.2% |
| 3M | +1.8% | +7.6% | -5.8% | -0.4% |
| 6M | -21.8% | +8.9% | -30.7% | -23.9% |
| YTD | -22.0% | +8.1% | -30.1% | -24.1% |
| 1Y | -28.6% | +15.8% | -44.4% | -32.0% |
| 3Y | -13.1% | +70.2% | -83.3% | -26.3% |
| 5Y | -33.2% | +30.0% | -63.2% | -40.8% |
| All | -33.2% | +30.7% | -63.9% | -40.8% |
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