+80.6%
AGNC vs RCAT
-98.5%
+179.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.4% |
| 7D | -4.7% | -4.9% | +0.2% | -4.7% |
| 30D | -5.7% | -22.9% | +17.2% | -5.5% |
| 3M | +1.9% | -33.7% | +35.6% | +2.1% |
| 6M | +1.8% | -50.7% | +52.5% | +2.1% |
| YTD | +3.4% | +0.4% | +3.1% | +3.2% |
| 1Y | +13.6% | -27.6% | +41.2% | +13.5% |
| 3Y | +60.4% | +753.2% | -692.8% | +57.2% |
| 5Y | +27.0% | +183.3% | -156.3% | +24.7% |
| All | +80.6% | -98.5% | +179.2% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling