+65.2%
DOCU vs NLY
+51.0%
+14.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.1% |
| 7D | -4.0% | -4.0% | 0.0% | -2.7% |
| 30D | +13.0% | -5.2% | +18.2% | +15.1% |
| 3M | +47.4% | +2.8% | +44.5% | +46.2% |
| 6M | +36.8% | +4.2% | +32.6% | +34.7% |
| YTD | -4.0% | +4.7% | -8.7% | -5.9% |
| 1Y | -18.2% | +12.7% | -30.9% | -21.9% |
| 3Y | +39.7% | +62.5% | -22.9% | +18.7% |
| 5Y | -76.3% | +26.3% | -102.6% | -79.4% |
| All | +65.2% | +51.0% | +14.2% | +67.9% |
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