+80.6%
AGNC vs RRX
+228.4%
-147.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -1.4% |
| 7D | -4.7% | -0.3% | -4.3% | -4.6% |
| 30D | -5.7% | -6.1% | +0.5% | -4.2% |
| 3M | +1.9% | -23.1% | +24.9% | +7.8% |
| 6M | +1.8% | -19.5% | +21.3% | +5.2% |
| YTD | +3.4% | +16.1% | -12.6% | -4.8% |
| 1Y | +13.6% | +12.9% | +0.7% | +4.5% |
| 3Y | +60.4% | +7.9% | +52.4% | +42.6% |
| 5Y | +27.0% | +19.1% | +7.9% | +5.7% |
| All | +80.6% | +228.4% | -147.8% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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