-98.3%
DFNS vs AGNC
+13.3%
-111.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.1% |
| 7D | -6.3% | -4.7% | -1.7% | -0.7% |
| 30D | -74.0% | -5.7% | -68.3% | -72.2% |
| 3M | -70.1% | +1.9% | -72.0% | -69.2% |
| 6M | -93.9% | +1.8% | -95.7% | -93.6% |
| YTD | -98.1% | +3.4% | -101.5% | -97.9% |
| 1Y | -98.3% | +13.6% | -111.9% | -98.1% |
| All | -98.3% | +13.3% | -111.6% | -98.1% |
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 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