+27.6%
AGNC vs DOCU
+112.5%
-84.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -6.3% | +4.1% | -10.3% | -6.6% |
| 30D | -3.1% | +7.4% | -10.5% | -3.8% |
| 3M | -22.1% | +26.0% | -48.1% | -24.0% |
| 6M | -16.9% | +79.2% | -96.1% | -22.1% |
| YTD | -13.9% | +18.1% | -32.0% | -16.2% |
| 1Y | -6.9% | +20.5% | -27.4% | -9.6% |
| 3Y | +50.9% | +96.4% | -45.5% | +36.5% |
| 5Y | +3.9% | -69.5% | +73.4% | +1.3% |
| All | +27.6% | +112.5% | -84.9% | +15.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling