+62.7%
NLY vs DOC
+21.1%
+41.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.2% |
| 7D | +2.5% | +5.9% | -3.4% | -0.4% |
| 30D | +3.6% | +10.3% | -6.7% | -1.5% |
| 3M | -14.6% | -2.2% | -12.4% | -13.8% |
| 6M | -10.1% | +8.2% | -18.3% | -14.1% |
| YTD | -6.0% | +35.4% | -41.3% | -21.3% |
| 1Y | -1.0% | +23.6% | -24.6% | -13.1% |
| 3Y | +68.8% | +57.3% | +11.5% | +26.9% |
| 5Y | +9.4% | -19.6% | +29.0% | +17.0% |
| 10Y | +62.7% | +20.8% | +41.9% | +34.9% |
| All | +62.7% | +21.1% | +41.6% | +34.9% |
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