+1,242.0%
NLY vs DGX
+7,676.5%
-6,434.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -0.8% |
| 7D | -4.0% | -0.9% | -3.1% | -3.8% |
| 30D | -5.2% | -1.2% | -4.1% | -5.0% |
| 3M | +2.8% | +15.8% | -12.9% | -0.4% |
| 6M | +4.2% | +18.2% | -14.0% | +0.5% |
| YTD | +4.7% | +37.2% | -32.5% | -2.3% |
| 1Y | +12.7% | +30.4% | -17.6% | +6.2% |
| 3Y | +62.5% | +96.7% | -34.2% | +40.1% |
| 5Y | +26.3% | +67.2% | -40.8% | +11.7% |
| 10Y | +81.0% | +253.9% | -173.0% | +37.0% |
| All | +1,242.0% | +7,676.5% | -6,434.5% | +553.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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