-12.1%
DASH vs AGNC
-7.3%
-4.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -4.5% | -6.3% | +1.7% | -1.5% |
| 30D | -6.8% | -3.1% | -3.7% | -5.1% |
| 3M | -20.7% | -22.1% | +1.4% | -11.7% |
| 6M | +15.1% | -16.9% | +32.0% | +24.3% |
| YTD | -24.3% | -13.9% | -10.4% | -18.0% |
| 1Y | -12.1% | -6.9% | -5.3% | -5.3% |
| All | -12.1% | -7.3% | -4.9% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 1y: compounded portfolio wealth divided by compounded AGNC 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…
1y analysis · Full analysis span regression · 6 months rolling