+35.5%
AGNC vs DOCU
+104.4%
-68.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +2.5% | -3.4% | +5.8% | +2.8% |
| 30D | +2.2% | +9.3% | -7.1% | +1.2% |
| 3M | -15.7% | +30.2% | -45.9% | -18.1% |
| 6M | -13.6% | +62.1% | -75.7% | -18.2% |
| YTD | -8.6% | +13.5% | -22.1% | -10.6% |
| 1Y | -2.2% | +11.5% | -13.7% | -4.3% |
| 3Y | +61.0% | +89.5% | -28.5% | +46.2% |
| 5Y | +10.5% | -69.6% | +80.2% | +8.0% |
| All | +35.5% | +104.4% | -68.9% | +22.7% |
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