-74.0%
DOCS vs NLY
+30.4%
-104.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.4% | -6.9% | -7.1% |
| 7D | -7.3% | +0.4% | -7.8% | -7.6% |
| 30D | -10.9% | -1.4% | -9.5% | -9.9% |
| 3M | +20.3% | +12.0% | +8.3% | +11.9% |
| 6M | -3.6% | +8.3% | -12.0% | -8.6% |
| YTD | -44.9% | +8.6% | -53.4% | -48.0% |
| 1Y | -64.9% | +16.9% | -81.8% | -68.5% |
| 3Y | +7.6% | +71.0% | -63.4% | -26.2% |
| 5Y | -74.0% | +31.1% | -105.0% | -77.7% |
| All | -74.0% | +30.4% | -104.4% | -77.7% |
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