+33.5%
AGNC vs OUST
-51.9%
+85.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.5% |
| 3M | +9.2% | -8.3% | +17.5% | +8.1% |
| 6M | +7.4% | +85.0% | -77.5% | -0.2% |
| YTD | +8.8% | +73.2% | -64.4% | +1.2% |
| 1Y | +18.3% | +32.5% | -14.2% | +10.8% |
| 3Y | +71.2% | +643.8% | -572.7% | +26.1% |
| All | +33.5% | -51.9% | +85.5% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling