+654.1%
AGNC vs RCAT
-99.5%
+753.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.9% | -1.6% |
| 7D | -1.0% | -2.3% | +1.2% | -1.0% |
| 30D | -1.2% | -18.7% | +17.5% | -1.2% |
| 3M | +5.4% | -29.3% | +34.6% | +5.4% |
| 6M | +6.7% | -42.3% | +49.0% | +6.7% |
| YTD | +7.1% | +2.5% | +4.6% | +7.1% |
| 1Y | +16.3% | -5.7% | +22.0% | +16.2% |
| 3Y | +68.5% | +764.9% | -696.4% | +68.2% |
| 5Y | +31.4% | +182.3% | -150.9% | +31.2% |
| 10Y | +89.6% | -98.5% | +188.1% | +93.4% |
| All | +654.1% | -99.5% | +753.7% | +802.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling