+105.1%
DOCN vs AGNC
+9.4%
+95.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -3.0% | +12.6% | +11.8% |
| 7D | +3.7% | -4.4% | +8.1% | +7.0% |
| 30D | -33.7% | -1.0% | -32.7% | -33.7% |
| 3M | -27.9% | -19.2% | -8.7% | -16.1% |
| 6M | -46.4% | -15.7% | -30.7% | -40.5% |
| YTD | +81.1% | -11.3% | +92.4% | +90.9% |
| 1Y | +74.3% | -5.6% | +79.9% | +74.7% |
| 3Y | +245.8% | +56.2% | +189.7% | +130.2% |
| 5Y | -23.7% | +7.4% | -31.1% | -25.4% |
| All | +105.1% | +9.4% | +95.7% | +94.9% |
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