+283.3%
DOCN vs NLY
+12.3%
+271.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.8% |
| 7D | +19.8% | -3.6% | +23.4% | +20.4% |
| 30D | +8.4% | -4.9% | +13.4% | +9.2% |
| 3M | -23.6% | +6.2% | -29.8% | -25.6% |
| 6M | +111.3% | +4.5% | +106.8% | +103.2% |
| YTD | +172.3% | +5.1% | +167.2% | +160.9% |
| 1Y | +283.3% | +13.5% | +269.8% | +246.3% |
| All | +283.3% | +12.3% | +271.0% | +246.3% |
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