+80.6%
AGNC vs DINO
+492.4%
-411.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -4.7% | +2.3% | -7.0% | -5.0% |
| 30D | -5.7% | +22.6% | -28.3% | -8.8% |
| 3M | +1.9% | +55.2% | -53.4% | -5.6% |
| 6M | +1.8% | +93.8% | -92.0% | -9.6% |
| YTD | +3.4% | +139.5% | -136.1% | -11.8% |
| 1Y | +13.6% | +115.3% | -101.7% | -1.6% |
| 3Y | +60.4% | +98.8% | -38.4% | +38.3% |
| 5Y | +27.0% | +333.5% | -306.5% | -6.4% |
| All | +80.6% | +492.4% | -411.8% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 10y: compounded portfolio wealth divided by compounded DINO 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…
10y analysis · Full analysis span regression · 6 months rolling