+84.0%
AGNC vs DOC
-4.1%
+88.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.7% |
| 7D | -1.2% | -1.5% | +0.3% | -0.6% |
| 30D | +0.9% | -4.8% | +5.7% | +2.9% |
| 3M | +7.0% | +6.9% | +0.1% | +3.7% |
| 6M | +3.9% | +20.7% | -16.9% | -5.3% |
| YTD | +8.5% | +34.1% | -25.6% | -5.9% |
| 1Y | +19.6% | +22.6% | -3.1% | +7.6% |
| 3Y | +66.1% | +20.8% | +45.2% | +47.9% |
| 5Y | +31.8% | -24.9% | +56.7% | +42.3% |
| All | +84.0% | -4.1% | +88.1% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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