+628.3%
AGNC vs RIO
+147.4%
+480.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -4.7% | -3.2% | -1.5% | -4.1% |
| 30D | -5.7% | +0.9% | -6.6% | -5.9% |
| 3M | +1.9% | -1.4% | +3.3% | +2.0% |
| 6M | +1.8% | +10.9% | -9.1% | -0.5% |
| YTD | +3.4% | +31.2% | -27.8% | -2.3% |
| 1Y | +13.6% | +67.9% | -54.3% | +2.3% |
| 3Y | +60.4% | +88.8% | -28.4% | +40.3% |
| 5Y | +27.0% | +93.1% | -66.1% | +9.1% |
| 10Y | +83.1% | +593.0% | -509.9% | +23.2% |
| All | +628.3% | +147.4% | +480.9% | +387.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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