+101.7%
DOCU vs NLY
+25.8%
+76.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +1.4% |
| 7D | +1.6% | -6.8% | +8.3% | +3.9% |
| 30D | +10.8% | -3.2% | +14.1% | +11.9% |
| 3M | +38.0% | -21.1% | +59.0% | +48.8% |
| 6M | +77.4% | -15.5% | +92.9% | +87.0% |
| YTD | +17.2% | -12.8% | +30.0% | +21.7% |
| 1Y | +15.6% | -7.8% | +23.3% | +17.7% |
| 3Y | +95.6% | +55.1% | +40.5% | +69.6% |
| 5Y | -69.7% | +1.9% | -71.6% | -72.0% |
| All | +101.7% | +25.8% | +76.0% | +117.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling