-37.0%
DOCS vs NLY
-3.8%
-33.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.8% |
| 7D | -4.2% | -3.2% | -1.0% | -2.3% |
| 30D | +8.6% | +0.2% | +8.4% | +8.4% |
| 3M | +27.2% | -17.8% | +45.0% | +43.7% |
| 6M | +26.5% | -12.3% | +38.8% | +38.8% |
| YTD | -25.0% | -9.0% | -15.9% | -21.4% |
| 1Y | -37.0% | -4.6% | -32.3% | -38.8% |
| All | -37.0% | -3.8% | -33.2% | -38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling