+62.5%
NLY vs DRI
+54.5%
+8.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | -4.0% | -3.2% | -0.8% | -3.2% |
| 30D | -5.2% | -7.8% | +2.6% | -3.4% |
| 3M | +2.8% | +0.4% | +2.5% | +2.4% |
| 6M | +4.2% | +4.8% | -0.6% | +2.4% |
| YTD | +4.7% | +16.7% | -12.1% | -0.1% |
| 1Y | +12.7% | +1.5% | +11.3% | +11.3% |
| 3Y | +62.5% | +56.3% | +6.3% | +39.6% |
| All | +62.5% | +54.5% | +8.1% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 3y: compounded portfolio wealth divided by compounded DRI 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…
3y analysis · Full analysis span regression · 6 months rolling