+29.6%
DOCU vs NLY
+71.5%
-41.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.6% |
| 7D | +0.7% | +0.4% | +0.2% | +0.4% |
| 30D | +8.0% | -1.4% | +9.4% | +9.0% |
| 3M | +41.0% | +12.0% | +29.0% | +33.1% |
| 6M | +33.7% | +8.3% | +25.3% | +27.7% |
| YTD | -4.9% | +8.6% | -13.4% | -9.9% |
| 1Y | -20.4% | +16.9% | -37.3% | -28.4% |
| 3Y | +29.6% | +71.0% | -41.4% | -11.6% |
| All | +29.6% | +71.5% | -41.9% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling