+62.5%
NLY vs DVA
+89.6%
-27.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -4.0% | -1.3% | -2.7% | -3.9% |
| 30D | -5.2% | 0.0% | -5.3% | -5.3% |
| 3M | +2.8% | -10.9% | +13.8% | +3.7% |
| 6M | +4.2% | +17.3% | -13.1% | +1.7% |
| YTD | +4.7% | +59.8% | -55.1% | -2.3% |
| 1Y | +12.7% | +36.3% | -23.5% | +7.6% |
| 3Y | +62.5% | +88.6% | -26.1% | +50.4% |
| All | +62.5% | +89.6% | -27.1% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling