+12.8%
NLY vs DVA
+42.2%
-29.3%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -0.5% |
| 7D | -4.3% | +2.9% | -7.1% | -4.4% |
| 30D | -6.4% | +5.1% | -11.5% | -6.7% |
| 3M | +2.6% | -9.3% | +11.9% | +3.0% |
| 6M | +6.8% | +25.6% | -18.8% | +5.2% |
| YTD | +4.4% | +66.6% | -62.3% | +0.7% |
| All | +12.8% | +42.2% | -29.3% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling