+152.4%
DKNG vs AGNC
+46.2%
+106.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.6% |
| 7D | +3.0% | -4.7% | +7.7% | +6.2% |
| 30D | -3.0% | -5.7% | +2.7% | +0.6% |
| 3M | -17.6% | +1.9% | -19.4% | -18.6% |
| 6M | -3.2% | +1.8% | -5.0% | -5.0% |
| YTD | -28.2% | +3.4% | -31.7% | -30.5% |
| 1Y | -46.1% | +13.6% | -59.7% | -51.1% |
| 3Y | -22.2% | +60.4% | -82.5% | -45.4% |
| 5Y | -60.4% | +27.0% | -87.4% | -67.3% |
| All | +152.4% | +46.2% | +106.3% | +97.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling