+628.3%
AGNC vs ROK
+1,019.1%
-390.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.9% |
| 7D | -4.7% | -1.2% | -3.4% | -4.3% |
| 30D | -5.7% | -4.8% | -0.9% | -4.3% |
| 3M | +1.9% | -6.1% | +8.0% | +3.4% |
| 6M | +1.8% | +15.5% | -13.7% | -3.1% |
| YTD | +3.4% | +11.2% | -7.7% | -0.8% |
| 1Y | +13.6% | +23.8% | -10.2% | +5.3% |
| 3Y | +60.4% | +53.1% | +7.2% | +35.8% |
| 5Y | +27.0% | +48.3% | -21.3% | +6.3% |
| 10Y | +83.1% | +357.4% | -274.3% | +5.9% |
| All | +628.3% | +1,019.1% | -390.8% | +183.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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