-29.5%
DECK vs NLY
+17.3%
-46.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.5% |
| 7D | -2.3% | +0.4% | -2.8% | -2.6% |
| 30D | -15.2% | -1.4% | -13.9% | -14.5% |
| 3M | -24.7% | +12.0% | -36.8% | -29.0% |
| 6M | -20.8% | +8.3% | -29.1% | -24.3% |
| YTD | -20.3% | +8.6% | -28.9% | -27.7% |
| 1Y | -29.5% | +16.9% | -46.4% | -40.0% |
| All | -29.5% | +17.3% | -46.8% | -40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling