+50.9%
AGNC vs OUST
+594.6%
-543.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.5% | +8.9% | +0.8% |
| 7D | -6.3% | -3.8% | -2.5% | -6.1% |
| 30D | -3.1% | +5.1% | -8.2% | -3.6% |
| 3M | -22.1% | -25.8% | +3.8% | -21.4% |
| 6M | -16.9% | -2.0% | -14.9% | -18.3% |
| YTD | -13.9% | +54.7% | -68.6% | -17.9% |
| 1Y | -6.9% | +48.8% | -55.7% | -11.2% |
| 3Y | +50.9% | +607.8% | -557.0% | +21.1% |
| All | +50.9% | +594.6% | -543.7% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling