-10.3%
DOCU vs NLY
+20.9%
-31.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +6.9% | -1.0% | +7.9% | +7.1% |
| 30D | +19.0% | +0.6% | +18.4% | +19.1% |
| 3M | +34.3% | +10.8% | +23.5% | +34.4% |
| 6M | +48.0% | +6.2% | +41.8% | +46.7% |
| YTD | 0.0% | +9.0% | -9.0% | -1.1% |
| 1Y | -10.3% | +19.3% | -29.6% | -15.2% |
| All | -10.3% | +20.9% | -31.1% | -15.2% |
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