+18.3%
AGNC vs DOCU
-19.0%
+37.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.9% | +5.1% | +0.3% |
| 7D | +0.8% | +0.7% | +0.1% | +0.7% |
| 30D | -0.4% | +8.0% | -8.4% | -0.4% |
| 3M | +9.2% | +41.0% | -31.8% | +9.6% |
| 6M | +7.4% | +33.7% | -26.2% | +7.7% |
| YTD | +8.8% | -4.9% | +13.7% | +7.0% |
| 1Y | +18.3% | -20.4% | +38.6% | +14.4% |
| All | +18.3% | -19.0% | +37.3% | +14.4% |
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