+79.6%
NLY vs DVA
+195.2%
-115.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -1.1% |
| 7D | -4.3% | +2.9% | -7.1% | -4.8% |
| 30D | -6.4% | +5.1% | -11.5% | -7.3% |
| 3M | +2.6% | -9.3% | +11.9% | +3.9% |
| 6M | +6.8% | +25.6% | -18.8% | +1.0% |
| YTD | +4.4% | +66.6% | -62.3% | -7.3% |
| 1Y | +13.2% | +42.2% | -29.0% | +3.7% |
| 3Y | +58.8% | +92.4% | -33.6% | +33.6% |
| 5Y | +24.2% | +54.8% | -30.5% | +6.4% |
| 10Y | +79.6% | +198.9% | -119.3% | +31.8% |
| All | +79.6% | +195.2% | -115.6% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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