+77.9%
NLY vs DTE
+137.8%
-59.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | +0.4% |
| 7D | -4.0% | -2.6% | -1.4% | -2.4% |
| 30D | -5.2% | -4.4% | -0.8% | -2.6% |
| 3M | +2.8% | -8.3% | +11.2% | +8.3% |
| 6M | +4.2% | -8.1% | +12.3% | +9.2% |
| YTD | +4.7% | +4.4% | +0.2% | +0.9% |
| 1Y | +12.7% | +0.2% | +12.6% | +11.2% |
| 3Y | +62.5% | +42.6% | +19.9% | +24.9% |
| 5Y | +26.3% | +31.5% | -5.1% | +1.1% |
| All | +77.9% | +137.8% | -59.9% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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