+1,017.9%
NLY vs DOC
+580.0%
+437.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.9% | -3.5% |
| 7D | -6.8% | 0.0% | -6.8% | -6.8% |
| 30D | -3.2% | +6.6% | -9.8% | -6.1% |
| 3M | -21.1% | -1.1% | -20.0% | -20.7% |
| 6M | -15.5% | +4.8% | -20.3% | -17.7% |
| YTD | -12.8% | +32.1% | -44.9% | -25.1% |
| 1Y | -7.8% | +21.9% | -29.6% | -17.7% |
| 3Y | +55.1% | +51.4% | +3.7% | +22.6% |
| 5Y | +1.9% | -21.2% | +23.0% | +9.2% |
| 10Y | +52.5% | +20.9% | +31.6% | +26.9% |
| All | +1,017.9% | +580.0% | +437.9% | +354.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling