+26.1%
DECK vs NLY
+29.4%
-3.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.6% |
| 7D | -2.2% | -1.0% | -1.2% | -1.7% |
| 30D | -13.6% | +0.6% | -14.2% | -13.9% |
| 3M | -21.2% | +10.8% | -32.1% | -25.1% |
| 6M | -21.1% | +6.2% | -27.3% | -23.3% |
| YTD | -17.2% | +9.0% | -26.2% | -21.0% |
| 1Y | -30.7% | +19.3% | -50.1% | -36.8% |
| 3Y | -3.4% | +67.7% | -71.1% | -24.6% |
| All | +26.1% | +29.4% | -3.4% | +27.6% |
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