+26.4%
AGNC vs DOV
+14.8%
+11.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | -4.7% | -2.0% | -2.7% | -3.8% |
| 30D | -5.7% | -8.9% | +3.2% | -1.6% |
| 3M | +1.9% | -13.3% | +15.1% | +8.2% |
| 6M | +1.8% | -9.7% | +11.5% | +5.8% |
| YTD | +3.4% | -2.5% | +5.9% | +3.3% |
| 1Y | +13.6% | +7.2% | +6.4% | +7.9% |
| 3Y | +60.4% | +39.4% | +21.0% | +27.8% |
| All | +26.4% | +14.8% | +11.6% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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