+2.8%
NLY vs DOC
-21.4%
+24.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | -5.9% | -0.9% | -5.0% | -5.4% |
| 30D | -2.8% | +7.7% | -10.5% | -6.2% |
| 3M | -21.6% | -2.0% | -19.6% | -21.0% |
| 6M | -14.5% | +5.9% | -20.4% | -17.2% |
| YTD | -12.4% | +31.8% | -44.2% | -25.2% |
| 1Y | -7.3% | +22.5% | -29.8% | -17.6% |
| 3Y | +54.8% | +54.7% | +0.1% | +15.6% |
| All | +2.8% | -21.4% | +24.2% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling