+151.0%
AGNC vs OTIS
+91.3%
+59.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.0% |
| 7D | -4.7% | -3.0% | -1.7% | -3.7% |
| 30D | -5.7% | -6.0% | +0.3% | -3.7% |
| 3M | +1.9% | -0.9% | +2.7% | +2.0% |
| 6M | +1.8% | -17.3% | +19.1% | +8.4% |
| YTD | +3.4% | -19.6% | +23.0% | +11.1% |
| 1Y | +13.6% | -21.0% | +34.6% | +22.6% |
| 3Y | +60.4% | -12.1% | +72.5% | +64.3% |
| 5Y | +27.0% | -17.1% | +44.1% | +28.5% |
| All | +151.0% | +91.3% | +59.8% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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