+34.8%
AGNC vs DOCU
-77.8%
+112.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.9% | +5.1% | +0.9% |
| 7D | +0.8% | +0.7% | +0.1% | +0.6% |
| 30D | -0.4% | +8.0% | -8.4% | -1.6% |
| 3M | +9.2% | +41.0% | -31.8% | +3.8% |
| 6M | +7.4% | +33.7% | -26.2% | +2.4% |
| YTD | +8.8% | -4.9% | +13.7% | +8.4% |
| 1Y | +18.3% | -20.4% | +38.6% | +20.4% |
| 3Y | +71.2% | +29.6% | +41.6% | +56.8% |
| 5Y | +34.8% | -76.9% | +111.7% | +29.6% |
| All | +34.8% | -77.8% | +112.6% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling