+58.6%
AGNC vs DBX
+22.6%
+36.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.6% |
| 7D | -4.7% | +2.1% | -6.8% | -5.0% |
| 30D | -5.7% | +5.7% | -11.4% | -6.5% |
| 3M | +1.9% | +31.8% | -29.9% | -2.5% |
| 6M | +1.8% | +37.5% | -35.7% | -3.6% |
| YTD | +3.4% | +27.9% | -24.5% | -1.1% |
| 1Y | +13.6% | +15.0% | -1.4% | +10.2% |
| 3Y | +60.4% | +27.2% | +33.2% | +50.7% |
| 5Y | +27.0% | +12.8% | +14.2% | +17.8% |
| All | +58.6% | +22.6% | +36.0% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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