+215.6%
DOCN vs NLY
+65.2%
+150.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.4% |
| 7D | -12.1% | +2.7% | -14.8% | -14.0% |
| 30D | -41.0% | +2.3% | -43.3% | -42.2% |
| 3M | -38.7% | -15.2% | -23.5% | -30.8% |
| 6M | -51.5% | -11.2% | -40.3% | -47.8% |
| YTD | +65.3% | -7.1% | +72.4% | +68.2% |
| 1Y | +53.9% | -1.3% | +55.2% | +46.9% |
| 3Y | +215.6% | +65.3% | +150.3% | +78.0% |
| All | +215.6% | +65.2% | +150.4% | +78.0% |
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