+19,207.3%
DECK vs NLY
+1,250.9%
+17,956.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.6% |
| 7D | -2.2% | -1.0% | -1.2% | -1.9% |
| 30D | -13.6% | +0.6% | -14.2% | -13.8% |
| 3M | -21.2% | +10.8% | -32.1% | -24.0% |
| 6M | -21.1% | +6.2% | -27.3% | -22.6% |
| YTD | -17.2% | +9.0% | -26.2% | -19.8% |
| 1Y | -30.7% | +19.3% | -50.1% | -35.0% |
| 3Y | -3.4% | +67.7% | -71.1% | -19.7% |
| 5Y | +25.5% | +29.7% | -4.2% | +12.5% |
| 10Y | +714.7% | +81.0% | +633.6% | +534.7% |
| All | +19,207.3% | +1,250.9% | +17,956.3% | +15,363.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling