+13.7%
DOCU vs NLY
+2.3%
+11.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.7% | -0.4% |
| 7D | -3.7% | +3.5% | -7.2% | -4.2% |
| 30D | +15.0% | +3.6% | +11.3% | +14.1% |
| 3M | +39.9% | -13.6% | +53.5% | +42.9% |
| 6M | +66.2% | -9.1% | +75.3% | +70.4% |
| YTD | +17.7% | -6.1% | +23.7% | +20.3% |
| 1Y | +13.7% | +0.7% | +13.0% | +11.3% |
| All | +13.7% | +2.3% | +11.4% | +11.3% |
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