+60.2%
NLY vs DOC
+23.0%
+37.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -1.9% | -2.0% |
| 7D | -3.2% | +1.0% | -4.2% | -3.7% |
| 30D | +0.2% | +8.1% | -7.9% | -3.7% |
| 3M | -17.8% | +0.9% | -18.7% | -18.3% |
| 6M | -12.3% | +6.3% | -18.6% | -15.5% |
| YTD | -9.0% | +33.8% | -42.8% | -23.4% |
| 1Y | -4.6% | +21.6% | -26.3% | -15.6% |
| 3Y | +61.8% | +53.4% | +8.5% | +23.2% |
| 5Y | +6.2% | -21.0% | +27.2% | +14.6% |
| All | +60.2% | +23.0% | +37.2% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling