-1.3%
AGNC vs DOC
+20.9%
-22.3%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.6% |
| 7D | +1.5% | +6.5% | -5.0% | +0.2% |
| 30D | +5.2% | +9.2% | -4.0% | +3.2% |
| 3M | -14.1% | -2.5% | -11.6% | -14.0% |
| 6M | -12.7% | +7.1% | -19.7% | -13.7% |
| YTD | -8.1% | +33.0% | -41.1% | -12.2% |
| 1Y | -1.3% | +23.3% | -24.6% | -3.3% |
| All | -1.3% | +20.9% | -22.3% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling