-16.5%
DOCU vs NLY
+12.3%
-28.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.8% | +2.6% |
| 7D | -0.3% | -3.6% | +3.4% | +0.5% |
| 30D | +10.9% | -4.9% | +15.8% | +12.0% |
| 3M | +45.8% | +6.2% | +39.6% | +47.2% |
| 6M | +35.3% | +4.5% | +30.8% | +35.3% |
| YTD | -3.8% | +5.1% | -8.9% | -3.9% |
| 1Y | -16.5% | +13.5% | -30.0% | -20.4% |
| All | -16.5% | +12.3% | -28.9% | -20.4% |
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