+418.6%
NLY vs DKS
+6,103.2%
-5,684.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.8% |
| 7D | -4.0% | -3.0% | -1.0% | -3.4% |
| 30D | -5.2% | -33.4% | +28.1% | +1.8% |
| 3M | +2.8% | -39.4% | +42.2% | +12.6% |
| 6M | +4.2% | -30.1% | +34.3% | +10.2% |
| YTD | +4.7% | -31.0% | +35.6% | +10.9% |
| 1Y | +12.7% | -40.2% | +52.9% | +22.8% |
| 3Y | +62.5% | +30.9% | +31.6% | +43.9% |
| 5Y | +26.3% | +14.0% | +12.3% | +10.2% |
| 10Y | +81.0% | +202.1% | -121.1% | +13.3% |
| All | +418.6% | +6,103.2% | -5,684.6% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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