-77.1%
DOCU vs NLY
+30.7%
-107.8%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | -1.4% | -0.4% | -1.0% | -1.1% |
| 30D | +8.1% | -1.3% | +9.4% | +9.3% |
| 3M | +43.0% | +7.6% | +35.4% | +35.8% |
| 6M | +32.4% | +8.9% | +23.5% | +23.6% |
| YTD | -5.8% | +8.1% | -13.8% | -12.3% |
| 1Y | -19.2% | +15.8% | -35.0% | -29.1% |
| 3Y | +28.4% | +70.2% | -41.8% | -18.1% |
| 5Y | -77.1% | +30.0% | -107.1% | -79.7% |
| All | -77.1% | +30.7% | -107.8% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling