+77.9%
NLY vs DOV
+300.2%
-222.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | -4.0% | -2.0% | -2.0% | -3.0% |
| 30D | -5.2% | -8.9% | +3.7% | -0.8% |
| 3M | +2.8% | -13.3% | +16.1% | +9.7% |
| 6M | +4.2% | -9.7% | +13.9% | +8.5% |
| YTD | +4.7% | -2.5% | +7.1% | +4.4% |
| 1Y | +12.7% | +7.2% | +5.5% | +6.5% |
| 3Y | +62.5% | +39.4% | +23.1% | +30.7% |
| 5Y | +26.3% | +15.8% | +10.5% | +9.8% |
| All | +77.9% | +300.2% | -222.3% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 10y: compounded portfolio wealth divided by compounded DOV 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…
10y analysis · Full analysis span regression · 6 months rolling