+26.4%
AGNC vs DTE
+30.3%
-3.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.2% |
| 7D | -4.7% | -2.6% | -2.1% | -3.5% |
| 30D | -5.7% | -4.4% | -1.3% | -3.7% |
| 3M | +1.9% | -8.3% | +10.2% | +5.9% |
| 6M | +1.8% | -8.1% | +9.9% | +5.5% |
| YTD | +3.4% | +4.4% | -1.0% | +0.5% |
| 1Y | +13.6% | +0.2% | +13.4% | +12.5% |
| 3Y | +60.4% | +42.6% | +17.8% | +30.5% |
| All | +26.4% | +30.3% | -3.9% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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