+19.6%
AGNC vs DOCU
-9.0%
+28.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -0.1% |
| 7D | -1.2% | +6.9% | -8.1% | -1.3% |
| 30D | +0.9% | +19.0% | -18.1% | +0.8% |
| 3M | +7.0% | +34.3% | -27.3% | +6.8% |
| 6M | +3.9% | +48.0% | -44.1% | +4.3% |
| YTD | +8.5% | 0.0% | +8.5% | +6.9% |
| 1Y | +19.6% | -10.3% | +29.8% | +17.3% |
| All | +19.6% | -9.0% | +28.6% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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