+58.7%
AGNC vs DOCU
+69.6%
-10.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | -1.0% | -1.4% | +0.4% | -0.9% |
| 30D | -1.2% | +8.1% | -9.3% | -2.1% |
| 3M | +5.4% | +43.0% | -37.6% | +1.4% |
| 6M | +6.7% | +32.4% | -25.7% | +3.1% |
| YTD | +7.1% | -5.8% | +12.9% | +6.8% |
| 1Y | +16.3% | -19.2% | +35.5% | +17.5% |
| 3Y | +68.5% | +28.4% | +40.1% | +59.2% |
| 5Y | +31.4% | -77.1% | +108.5% | +31.4% |
| All | +58.7% | +69.6% | -10.9% | +46.6% |
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