+654.1%
AGNC vs DPZ
+2,875.4%
-2,221.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -0.9% |
| 7D | -1.0% | -7.3% | +6.2% | +0.3% |
| 30D | -1.2% | -7.6% | +6.4% | +0.1% |
| 3M | +5.4% | +1.8% | +3.6% | +4.7% |
| 6M | +6.7% | -21.8% | +28.5% | +10.9% |
| YTD | +7.1% | -22.0% | +29.1% | +11.1% |
| 1Y | +16.3% | -28.6% | +44.9% | +22.5% |
| 3Y | +68.5% | -13.1% | +81.5% | +69.5% |
| 5Y | +31.4% | -33.2% | +64.6% | +36.5% |
| 10Y | +89.6% | +147.0% | -57.4% | +48.4% |
| All | +654.1% | +2,875.4% | -2,221.3% | +221.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling