+10.3%
AGNC vs DOCU
-71.0%
+81.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | +1.5% | -5.5% | +7.1% | +2.3% |
| 30D | +5.2% | +12.6% | -7.4% | +3.5% |
| 3M | -14.1% | +36.4% | -50.5% | -17.9% |
| 6M | -12.7% | +66.8% | -79.5% | -19.3% |
| YTD | -8.1% | +13.5% | -21.6% | -10.8% |
| 1Y | -1.3% | +11.3% | -12.6% | -4.1% |
| 3Y | +62.9% | +92.1% | -29.2% | +40.4% |
| All | +10.3% | -71.0% | +81.4% | +5.1% |
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