+64.4%
AGNC vs OUST
-62.4%
+126.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.2% |
| 7D | -1.2% | +5.2% | -6.4% | -1.5% |
| 30D | +0.9% | -19.3% | +20.2% | +2.2% |
| 3M | +7.0% | -22.6% | +29.6% | +7.2% |
| 6M | +3.9% | +62.8% | -58.9% | -2.2% |
| YTD | +8.5% | +68.3% | -59.8% | +1.6% |
| 1Y | +19.6% | +28.5% | -9.0% | +12.7% |
| 3Y | +66.1% | +554.0% | -488.0% | +27.3% |
| 5Y | +31.8% | -56.2% | +88.0% | +12.9% |
| All | +64.4% | -62.4% | +126.8% | +40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling