+3.6%
AGNC vs DOC
-22.3%
+25.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.7% |
| 7D | -7.0% | 0.0% | -7.0% | -7.0% |
| 30D | -3.5% | +6.6% | -10.0% | -6.3% |
| 3M | -21.8% | -1.1% | -20.7% | -21.5% |
| 6M | -18.0% | +4.8% | -22.9% | -20.1% |
| YTD | -14.2% | +32.1% | -46.3% | -26.3% |
| 1Y | -7.8% | +21.9% | -29.6% | -17.4% |
| 3Y | +51.0% | +51.4% | -0.4% | +15.1% |
| 5Y | +3.6% | -21.2% | +24.7% | +11.9% |
| All | +3.6% | -22.3% | +25.9% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling