+208.4%
DOCN vs NLY
+28.4%
+180.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | +1.0% |
| 7D | +19.8% | -3.6% | +23.4% | +23.3% |
| 30D | +8.4% | -4.9% | +13.4% | +12.7% |
| 3M | -23.6% | +6.2% | -29.8% | -28.2% |
| 6M | +111.3% | +4.5% | +106.8% | +99.5% |
| YTD | +172.3% | +5.1% | +167.2% | +154.6% |
| 1Y | +283.3% | +13.5% | +269.8% | +234.0% |
| 3Y | +388.1% | +65.6% | +322.5% | +208.5% |
| 5Y | +87.1% | +26.9% | +60.2% | +62.2% |
| All | +208.4% | +28.4% | +180.0% | +165.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling