+24.6%
DECK vs NLY
+6.7%
+17.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.9% |
| 7D | +5.8% | +2.9% | +2.9% | +4.4% |
| 30D | +7.9% | +4.6% | +3.3% | +5.5% |
| 3M | -11.4% | -14.1% | +2.7% | -4.5% |
| 6M | -16.6% | -10.7% | -5.8% | -11.7% |
| YTD | -16.4% | -7.0% | -9.4% | -13.7% |
| 1Y | +8.6% | -0.7% | +9.4% | +8.7% |
| 3Y | -15.1% | +65.1% | -80.2% | -32.9% |
| All | +24.6% | +6.7% | +17.8% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling