+26.4%
AGNC vs DPZ
-34.6%
+61.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | 0.0% |
| 7D | -4.7% | -8.6% | +3.9% | -2.9% |
| 30D | -5.7% | -11.9% | +6.2% | -3.3% |
| 3M | +1.9% | +0.4% | +1.5% | +1.3% |
| 6M | +1.8% | -19.9% | +21.7% | +6.1% |
| YTD | +3.4% | -24.4% | +27.8% | +9.0% |
| 1Y | +13.6% | -30.4% | +44.1% | +21.9% |
| 3Y | +60.4% | -17.4% | +77.7% | +61.7% |
| All | +26.4% | -34.6% | +61.0% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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