-54.4%
DOCS vs NLY
+23.5%
-77.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.6% |
| 7D | -8.1% | -0.4% | -7.7% | -7.8% |
| 30D | -5.6% | -1.3% | -4.3% | -4.7% |
| 3M | +18.3% | +7.6% | +10.7% | +13.0% |
| 6M | -5.1% | +8.9% | -14.0% | -10.3% |
| YTD | -45.4% | +8.1% | -53.4% | -48.3% |
| 1Y | -65.2% | +15.8% | -81.0% | -68.7% |
| 3Y | +6.6% | +70.2% | -63.6% | -27.0% |
| 5Y | -76.1% | +30.0% | -106.1% | -79.0% |
| All | -54.4% | +23.5% | -77.8% | -59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling