+44.6%
DLR vs AGNC
+26.7%
+17.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +0.1% | -4.7% | +4.8% | +2.3% |
| 30D | -4.3% | -5.7% | +1.4% | -1.8% |
| 3M | +3.8% | +1.9% | +2.0% | +2.5% |
| 6M | +5.8% | +1.8% | +4.0% | +4.4% |
| YTD | +23.5% | +3.4% | +20.1% | +20.7% |
| 1Y | +11.1% | +13.6% | -2.5% | +3.7% |
| 3Y | +57.9% | +60.4% | -2.5% | +23.7% |
| All | +44.6% | +26.7% | +17.9% | +15.3% |
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