+628.3%
AGNC vs RRX
+366.9%
+261.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.1% |
| 3M | +1.9% | -23.1% | +24.9% | +8.1% |
| 6M | +1.8% | -19.5% | +21.3% | +5.5% |
| YTD | +3.4% | +16.1% | -12.6% | -4.7% |
| 1Y | +13.6% | +12.9% | +0.7% | +4.7% |
| 3Y | +60.4% | +7.9% | +52.4% | +42.8% |
| 5Y | +27.0% | +19.1% | +7.9% | +6.8% |
| 10Y | +83.1% | +225.8% | -142.7% | +7.3% |
| All | +628.3% | +366.9% | +261.4% | +219.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling