+546.8%
AGNC vs DOC
+71.9%
+474.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.7% |
| 7D | +1.5% | +6.5% | -5.0% | -0.6% |
| 30D | +5.2% | +9.2% | -4.0% | +2.1% |
| 3M | -14.1% | -2.5% | -11.6% | -13.4% |
| 6M | -12.7% | +7.1% | -19.7% | -14.9% |
| YTD | -8.1% | +33.0% | -41.1% | -17.6% |
| 1Y | -1.3% | +23.3% | -24.6% | -9.2% |
| 3Y | +62.9% | +44.9% | +17.9% | +40.4% |
| 5Y | +9.7% | -21.6% | +31.3% | +15.5% |
| 10Y | +54.3% | +17.4% | +37.0% | +37.6% |
| All | +546.8% | +71.9% | +474.9% | +350.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling