+1,248.1%
NLY vs DD
+466.2%
+781.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | -3.6% | -2.9% | -0.7% | -2.8% |
| 30D | -4.9% | -11.5% | +6.6% | -1.6% |
| 3M | +6.2% | -5.4% | +11.6% | +7.7% |
| 6M | +4.5% | -6.9% | +11.4% | +6.1% |
| YTD | +5.1% | +6.9% | -1.7% | +2.3% |
| 1Y | +13.5% | +35.6% | -22.1% | +2.8% |
| 3Y | +65.6% | +42.5% | +23.0% | +45.4% |
| 5Y | +26.9% | +58.5% | -31.6% | +7.1% |
| 10Y | +81.8% | +65.7% | +16.1% | +43.6% |
| All | +1,248.1% | +466.2% | +781.9% | +573.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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