+140.7%
DASH vs AGNC
+70.7%
+70.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.3% | -5.6% | -5.5% |
| 7D | -11.2% | +0.8% | -11.9% | -11.5% |
| 30D | -7.3% | -0.4% | -6.9% | -7.2% |
| 3M | +31.4% | +9.2% | +22.3% | +25.8% |
| 6M | +11.9% | +7.4% | +4.5% | +7.6% |
| YTD | -11.5% | +8.8% | -20.3% | -16.0% |
| 1Y | -20.0% | +18.3% | -38.3% | -27.5% |
| All | +140.7% | +70.7% | +70.0% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling