+628.3%
AGNC vs DKS
+552.1%
+76.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | -4.7% | -3.0% | -1.7% | -4.2% |
| 30D | -5.7% | -33.4% | +27.7% | +0.4% |
| 3M | +1.9% | -39.4% | +41.2% | +10.2% |
| 6M | +1.8% | -30.1% | +31.9% | +6.9% |
| YTD | +3.4% | -31.0% | +34.4% | +8.8% |
| 1Y | +13.6% | -40.2% | +53.8% | +22.3% |
| 3Y | +60.4% | +30.9% | +29.4% | +44.5% |
| 5Y | +27.0% | +14.0% | +13.0% | +13.0% |
| 10Y | +83.1% | +202.1% | -119.0% | +22.8% |
| All | +628.3% | +552.1% | +76.2% | +237.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling