+26.5%
DOCS vs NLY
-13.0%
+39.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +4.3% |
| 7D | -4.2% | -3.2% | -1.0% | -1.4% |
| 30D | +8.6% | +0.2% | +8.4% | +8.2% |
| 3M | +27.2% | -17.8% | +45.0% | +56.1% |
| 6M | +26.5% | -12.3% | +38.8% | +48.7% |
| All | +26.5% | -13.0% | +39.5% | +48.7% |
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 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