+15.6%
DOCU vs NLY
-8.5%
+24.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.6% |
| 7D | +1.6% | -6.8% | +8.3% | +2.5% |
| 30D | +10.8% | -3.2% | +14.1% | +11.1% |
| 3M | +38.0% | -21.1% | +59.0% | +42.8% |
| 6M | +77.4% | -15.5% | +92.9% | +84.0% |
| YTD | +17.2% | -12.8% | +30.0% | +21.2% |
| 1Y | +15.6% | -7.8% | +23.3% | +19.4% |
| All | +15.6% | -8.5% | +24.1% | +19.4% |
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