+80.6%
AGNC vs DKS
+206.3%
-125.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.8% |
| 7D | -4.7% | -2.0% | -2.7% | -4.4% |
| 30D | -5.7% | -32.7% | +27.1% | -0.1% |
| 3M | +1.9% | -38.8% | +40.7% | +9.6% |
| 6M | +1.8% | -29.4% | +31.2% | +6.5% |
| YTD | +3.4% | -30.3% | +33.8% | +8.3% |
| 1Y | +13.6% | -39.6% | +53.2% | +21.6% |
| 3Y | +60.4% | +32.2% | +28.2% | +44.8% |
| 5Y | +27.0% | +15.1% | +11.9% | +13.1% |
| All | +80.6% | +206.3% | -125.7% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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