-5.1%
DASH vs AGNC
+32.6%
-37.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.5% |
| 7D | -12.8% | -1.0% | -11.8% | -12.2% |
| 30D | -6.0% | -1.2% | -4.8% | -5.3% |
| 3M | +26.7% | +5.4% | +21.3% | +22.4% |
| 6M | +11.7% | +6.7% | +5.0% | +6.5% |
| YTD | -12.9% | +7.1% | -20.0% | -17.8% |
| 1Y | -23.1% | +16.3% | -39.4% | -31.6% |
| 3Y | +140.0% | +68.5% | +71.6% | +59.0% |
| 5Y | -5.1% | +31.4% | -36.4% | -7.4% |
| All | -5.1% | +32.6% | -37.7% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling