-19.3%
DECK vs NLY
+56.2%
-75.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.1% | -0.2% | -1.8% |
| 7D | -3.7% | -6.8% | +3.1% | +0.6% |
| 30D | +0.6% | -3.2% | +3.9% | +2.7% |
| 3M | -7.3% | -21.1% | +13.7% | +6.7% |
| 6M | -10.9% | -15.5% | +4.5% | -1.5% |
| YTD | -18.5% | -12.8% | -5.7% | -12.3% |
| 1Y | +0.2% | -7.8% | +7.9% | +4.1% |
| All | -19.3% | +56.2% | -75.5% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling