+71.2%
AGNC vs OUST
+645.3%
-574.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | +0.1% |
| 7D | +0.8% | +12.7% | -12.0% | +0.1% |
| 30D | -0.4% | -13.6% | +13.2% | +0.3% |
| 3M | +9.2% | -8.3% | +17.5% | +8.4% |
| 6M | +7.4% | +85.0% | -77.5% | +1.3% |
| YTD | +8.8% | +73.2% | -64.4% | +2.8% |
| 1Y | +18.3% | +32.5% | -14.2% | +12.3% |
| 3Y | +71.2% | +643.8% | -572.7% | +21.8% |
| All | +71.2% | +645.3% | -574.1% | +21.8% |
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