+1,051.0%
DE vs AGNC
+622.7%
+428.3%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -2.6% | -4.7% | +2.1% | -0.6% |
| 30D | +9.0% | -5.7% | +14.7% | +11.6% |
| 3M | +19.1% | +1.9% | +17.3% | +17.9% |
| 6M | +14.4% | +1.8% | +12.6% | +12.9% |
| YTD | +45.9% | +3.4% | +42.5% | +42.9% |
| 1Y | +43.6% | +13.6% | +30.0% | +34.7% |
| 3Y | +75.9% | +60.4% | +15.5% | +39.8% |
| 5Y | +98.8% | +27.0% | +71.8% | +71.2% |
| 10Y | +861.4% | +83.1% | +778.3% | +577.1% |
| All | +1,051.0% | +622.7% | +428.3% | +232.4% |
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 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