+5,622.1%
DPZ vs NLY
+334.8%
+5,287.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.5% | -1.0% | -1.6% | -2.3% |
| 30D | -7.0% | +0.6% | -7.6% | -7.2% |
| 3M | +11.6% | +10.8% | +0.8% | +8.4% |
| 6M | -15.2% | +6.2% | -21.4% | -16.8% |
| YTD | -17.2% | +9.0% | -26.3% | -19.5% |
| 1Y | -24.8% | +19.3% | -44.2% | -28.8% |
| 3Y | -8.7% | +67.7% | -76.4% | -21.7% |
| 5Y | -28.9% | +29.7% | -58.7% | -35.8% |
| 10Y | +153.6% | +81.0% | +72.6% | +95.4% |
| All | +5,622.1% | +334.8% | +5,287.3% | +2,903.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling