+116.4%
DOCN vs NLY
+2.3%
+114.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.8% | -11.0% | -7.5% |
| 7D | -20.0% | +3.5% | -23.5% | -20.2% |
| 30D | -38.8% | +3.6% | -42.4% | -38.8% |
| 3M | -34.8% | -13.6% | -21.2% | -33.1% |
| 6M | -22.8% | -9.1% | -13.7% | -21.6% |
| YTD | +74.6% | -6.1% | +80.7% | +70.7% |
| 1Y | +116.4% | +0.7% | +115.7% | +100.8% |
| All | +116.4% | +2.3% | +114.2% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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