+114.1%
DT vs NLY
+43.9%
+70.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -1.6% | -4.0% | +2.4% | 0.0% |
| 30D | +3.0% | -5.2% | +8.3% | +5.2% |
| 3M | +26.5% | +2.8% | +23.7% | +25.0% |
| 6M | +35.9% | +4.2% | +31.7% | +33.0% |
| YTD | +17.8% | +4.7% | +13.2% | +14.8% |
| 1Y | +4.1% | +12.7% | -8.7% | -1.8% |
| 3Y | +5.3% | +62.5% | -57.3% | -15.4% |
| 5Y | -27.2% | +26.3% | -53.5% | -36.2% |
| All | +114.1% | +43.9% | +70.2% | +122.0% |
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 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