+1,285.5%
NLY vs DAR
+548.1%
+737.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | -0.4% | -0.2% | -0.3% | -0.4% |
| 30D | -1.3% | +7.4% | -8.8% | -1.8% |
| 3M | +7.6% | +15.7% | -8.0% | +6.5% |
| 6M | +8.9% | +30.0% | -21.1% | +6.9% |
| YTD | +8.1% | +87.5% | -79.5% | +3.6% |
| 1Y | +15.8% | +113.4% | -97.6% | +9.9% |
| 3Y | +70.2% | +15.3% | +54.9% | +66.5% |
| 5Y | +30.0% | -4.3% | +34.3% | +27.9% |
| 10Y | +86.8% | +380.2% | -293.3% | +68.1% |
| All | +1,285.5% | +548.1% | +737.4% | +1,196.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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