+666.3%
AGNC vs OVV
-58.7%
+725.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +0.8% | -3.7% | +4.5% | +1.2% |
| 30D | -0.4% | +8.0% | -8.4% | -1.4% |
| 3M | +9.2% | +11.3% | -2.1% | +7.4% |
| 6M | +7.4% | +24.0% | -16.6% | +3.7% |
| YTD | +8.8% | +65.3% | -56.5% | +1.0% |
| 1Y | +18.3% | +60.2% | -41.9% | +10.0% |
| 3Y | +71.2% | +46.9% | +24.2% | +58.6% |
| 5Y | +34.8% | +158.7% | -123.9% | +13.0% |
| 10Y | +85.8% | +50.8% | +35.0% | +38.3% |
| All | +666.3% | -58.7% | +725.0% | +588.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling