+57.3%
AGNC vs OUST
-63.7%
+121.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.3% | -2.9% |
| 7D | -4.4% | -1.7% | -2.7% | -4.3% |
| 30D | -5.4% | -21.9% | +16.6% | -4.0% |
| 3M | +3.5% | -8.2% | +11.7% | +2.5% |
| 6M | +1.7% | +57.5% | -55.8% | -4.0% |
| YTD | +3.9% | +62.8% | -58.9% | -2.6% |
| 1Y | +13.8% | +24.5% | -10.7% | +7.5% |
| 3Y | +63.3% | +599.0% | -535.7% | +24.4% |
| 5Y | +27.5% | -54.9% | +82.4% | +9.1% |
| All | +57.3% | -63.7% | +121.0% | +34.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling