+723.9%
DECK vs NLY
+78.7%
+645.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.6% |
| 7D | -2.3% | +0.4% | -2.8% | -2.5% |
| 30D | -15.2% | -1.4% | -13.9% | -14.7% |
| 3M | -24.7% | +12.0% | -36.8% | -28.4% |
| 6M | -20.8% | +8.3% | -29.1% | -23.4% |
| YTD | -20.3% | +8.6% | -28.9% | -23.4% |
| 1Y | -29.5% | +16.9% | -46.4% | -34.4% |
| 3Y | -6.0% | +71.0% | -77.0% | -26.2% |
| 5Y | +23.5% | +31.1% | -7.5% | +7.6% |
| 10Y | +723.9% | +81.0% | +642.9% | +627.4% |
| All | +723.9% | +78.7% | +645.3% | +627.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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