+60.0%
NLY vs DOC
+15.7%
+44.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.9% |
| 7D | +2.9% | +6.5% | -3.6% | -0.3% |
| 30D | +4.6% | +9.2% | -4.6% | 0.0% |
| 3M | -14.1% | -2.5% | -11.6% | -13.1% |
| 6M | -10.7% | +7.1% | -17.8% | -14.3% |
| YTD | -7.0% | +33.0% | -39.9% | -21.4% |
| 1Y | -0.7% | +23.3% | -24.0% | -12.8% |
| 3Y | +65.1% | +44.9% | +20.1% | +29.7% |
| 5Y | +7.2% | -21.6% | +28.8% | +16.2% |
| All | +60.0% | +15.7% | +44.3% | +35.3% |
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