0.0%
AGNC vs OUST
+11.1%
-11.1%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +15.7% | -11.7% | +3.3% |
| 7D | +1.5% | -0.2% | +1.7% | +1.4% |
| 30D | +3.9% | -24.0% | +27.9% | +4.9% |
| 3M | -13.5% | -29.9% | +16.4% | -12.6% |
| 6M | -10.6% | +19.1% | -29.7% | -14.0% |
| YTD | -7.2% | +55.0% | -62.2% | -13.0% |
| 1Y | 0.0% | +21.2% | -21.2% | -5.6% |
| All | 0.0% | +11.1% | -11.1% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 1y: compounded portfolio wealth divided by compounded OUST 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…
1y analysis · Full analysis span regression · 6 months rolling