+92.1%
DOCN vs NLY
+30.7%
+61.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.2% | +5.1% |
| 7D | +26.5% | -0.4% | +26.9% | +26.9% |
| 30D | +2.3% | -1.3% | +3.6% | +3.1% |
| 3M | -21.2% | +7.6% | -28.8% | -27.0% |
| 6M | +130.6% | +8.9% | +121.7% | +109.6% |
| YTD | +175.7% | +8.1% | +167.6% | +151.0% |
| 1Y | +286.6% | +15.8% | +270.8% | +229.2% |
| 3Y | +394.1% | +70.2% | +323.9% | +197.4% |
| 5Y | +92.1% | +30.0% | +62.1% | +85.9% |
| All | +92.1% | +30.7% | +61.3% | +85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling