+79.4%
NLY vs DOC
-4.1%
+83.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.8% |
| 7D | -1.0% | -1.5% | +0.5% | -0.3% |
| 30D | +0.6% | -4.8% | +5.4% | +3.0% |
| 3M | +10.8% | +6.9% | +3.9% | +6.8% |
| 6M | +6.2% | +20.7% | -14.5% | -5.0% |
| YTD | +9.0% | +34.1% | -25.1% | -8.2% |
| 1Y | +19.3% | +22.6% | -3.3% | +5.0% |
| 3Y | +67.7% | +20.8% | +46.9% | +45.6% |
| 5Y | +29.7% | -24.9% | +54.6% | +43.6% |
| All | +79.4% | -4.1% | +83.5% | +69.1% |
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