+887.0%
DECK vs NLY
+63.5%
+823.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.8% |
| 7D | +6.4% | +2.5% | +3.9% | +5.3% |
| 30D | +9.1% | +3.6% | +5.5% | +7.4% |
| 3M | -7.2% | -14.6% | +7.4% | -0.4% |
| 6M | -9.9% | -10.1% | +0.1% | -5.5% |
| YTD | -12.8% | -6.0% | -6.8% | -10.5% |
| 1Y | +10.6% | -1.0% | +11.6% | +10.9% |
| 3Y | -13.8% | +68.8% | -82.6% | -31.7% |
| 5Y | +27.6% | +9.4% | +18.2% | +20.3% |
| 10Y | +887.0% | +62.7% | +824.4% | +881.2% |
| All | +887.0% | +63.5% | +823.6% | +881.2% |
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