+371.8%
DOCN vs NLY
+71.5%
+300.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -0.4% | +13.0% | +12.9% |
| 7D | +16.3% | +0.4% | +15.9% | +15.9% |
| 30D | +2.0% | -1.4% | +3.4% | +2.9% |
| 3M | -25.2% | +12.0% | -37.2% | -32.9% |
| 6M | +132.7% | +8.3% | +124.3% | +112.8% |
| YTD | +163.3% | +8.6% | +154.7% | +138.9% |
| 1Y | +280.3% | +16.9% | +263.4% | +220.0% |
| 3Y | +371.8% | +71.0% | +300.8% | +172.6% |
| All | +371.8% | +71.5% | +300.3% | +172.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling