+4.5%
NLY vs DOV
-11.0%
+15.4%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.1% |
| 7D | -3.6% | -1.9% | -1.7% | -3.1% |
| 30D | -4.9% | -9.9% | +4.9% | -2.4% |
| 3M | +6.2% | -12.1% | +18.3% | +9.1% |
| 6M | +4.5% | -10.4% | +14.9% | +5.7% |
| All | +4.5% | -11.0% | +15.4% | +5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling