+27.5%
AGNC vs OVV
+149.9%
-122.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.5% | -3.0% |
| 7D | -4.4% | -2.9% | -1.5% | -4.0% |
| 30D | -5.4% | +0.9% | -6.3% | -5.5% |
| 3M | +3.5% | +11.0% | -7.6% | +1.6% |
| 6M | +1.7% | +22.3% | -20.6% | -2.3% |
| YTD | +3.9% | +65.1% | -61.2% | -5.4% |
| 1Y | +13.8% | +53.1% | -39.3% | +4.7% |
| 3Y | +63.3% | +46.7% | +16.6% | +47.8% |
| 5Y | +27.5% | +155.5% | -128.0% | +2.9% |
| All | +27.5% | +149.9% | -122.5% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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