-45.8%
DOCN vs NLY
-14.9%
-30.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.6% | -4.0% |
| 7D | +19.1% | -5.9% | +25.0% | +16.8% |
| 30D | -21.0% | -2.8% | -18.2% | -21.5% |
| 3M | -34.7% | -21.6% | -13.1% | -39.3% |
| 6M | -45.8% | -14.5% | -31.2% | -48.2% |
| All | -45.8% | -14.9% | -30.9% | -48.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling