+11.7%
DASH vs AGNC
+44.7%
-32.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | -10.6% | -1.2% | -9.4% | -9.8% |
| 30D | +2.2% | +0.9% | +1.2% | +1.5% |
| 3M | +32.3% | +7.0% | +25.3% | +26.7% |
| 6M | +19.1% | +3.9% | +15.2% | +15.8% |
| YTD | -6.5% | +8.5% | -15.1% | -12.3% |
| 1Y | -14.9% | +19.6% | -34.4% | -25.4% |
| 3Y | +151.9% | +66.1% | +85.9% | +71.6% |
| 5Y | +9.4% | +31.8% | -22.4% | -8.6% |
| All | +11.7% | +44.7% | -32.9% | -15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling