+796.0%
DLR vs AGNC
+625.5%
+170.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.1% | -0.5% |
| 7D | -1.3% | -4.4% | +3.1% | +0.9% |
| 30D | -2.9% | -5.4% | +2.5% | -0.2% |
| 3M | +3.2% | +3.5% | -0.2% | +1.1% |
| 6M | +3.9% | +1.7% | +2.2% | +2.5% |
| YTD | +21.4% | +3.9% | +17.6% | +18.4% |
| 1Y | +9.7% | +13.8% | -4.2% | +2.0% |
| 3Y | +56.5% | +63.3% | -6.8% | +19.6% |
| 5Y | +41.5% | +27.5% | +14.0% | +19.7% |
| 10Y | +171.3% | +83.8% | +87.5% | +73.7% |
| All | +796.0% | +625.5% | +170.5% | +84.3% |
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 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