+5,471.5%
DPZ vs NLY
+270.5%
+5,200.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | +2.2% | +2.7% | -0.5% | +1.4% |
| 30D | +6.7% | +2.3% | +4.4% | +6.1% |
| 3M | -4.5% | -15.2% | +10.6% | 0.0% |
| 6M | +3.3% | -11.2% | +14.5% | +6.7% |
| YTD | -19.4% | -7.1% | -12.3% | -18.0% |
| 1Y | -17.3% | -1.3% | -16.0% | -17.3% |
| 3Y | -8.4% | +65.3% | -73.7% | -21.0% |
| 5Y | -28.2% | +8.6% | -36.8% | -31.8% |
| 10Y | +130.9% | +63.9% | +66.9% | +82.2% |
| All | +5,471.5% | +270.5% | +5,200.9% | +2,958.4% |
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