+62.5%
NLY vs DBX
+27.0%
+35.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -1.9% | -0.7% |
| 7D | -4.0% | +2.1% | -6.1% | -4.3% |
| 30D | -5.2% | +5.7% | -11.0% | -6.0% |
| 3M | +2.8% | +31.8% | -29.0% | -1.2% |
| 6M | +4.2% | +37.5% | -33.3% | -1.0% |
| YTD | +4.7% | +27.9% | -23.2% | +0.6% |
| 1Y | +12.7% | +15.0% | -2.3% | +10.2% |
| 3Y | +62.5% | +27.2% | +35.4% | +47.2% |
| All | +62.5% | +27.0% | +35.5% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 3y: compounded portfolio wealth divided by compounded DBX 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…
3y analysis · Full analysis span regression · 6 months rolling