+72.2%
DOCU vs NLY
+57.3%
+14.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +6.9% | -1.0% | +7.9% | +7.3% |
| 30D | +19.0% | +0.6% | +18.4% | +18.9% |
| 3M | +34.3% | +10.8% | +23.5% | +30.0% |
| 6M | +48.0% | +6.2% | +41.8% | +44.9% |
| YTD | 0.0% | +9.0% | -9.0% | -3.2% |
| 1Y | -10.3% | +19.3% | -29.6% | -15.9% |
| 3Y | +32.4% | +67.7% | -35.3% | +11.3% |
| 5Y | -77.9% | +29.7% | -107.7% | -81.0% |
| All | +72.2% | +57.3% | +14.9% | +72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling