+1,091.1%
NLY vs DOC
+589.9%
+501.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.7% |
| 7D | +2.7% | +4.3% | -1.7% | +0.7% |
| 30D | +2.3% | +9.2% | -6.9% | -1.9% |
| 3M | -15.2% | -0.8% | -14.3% | -15.0% |
| 6M | -11.2% | +7.1% | -18.3% | -14.4% |
| YTD | -7.1% | +34.0% | -41.1% | -20.7% |
| 1Y | -1.3% | +23.2% | -24.5% | -12.4% |
| 3Y | +65.3% | +53.6% | +11.7% | +29.7% |
| 5Y | +8.6% | -20.4% | +29.0% | +15.8% |
| 10Y | +63.9% | +23.4% | +40.5% | +35.1% |
| All | +1,091.1% | +589.9% | +501.2% | +381.0% |
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