+103.1%
DOCN vs AGNC
+6.1%
+97.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.5% | -4.4% |
| 7D | +19.1% | -6.3% | +25.4% | +24.4% |
| 30D | -21.0% | -3.1% | -17.9% | -19.9% |
| 3M | -34.7% | -22.1% | -12.7% | -22.2% |
| 6M | -45.8% | -16.9% | -28.9% | -39.3% |
| YTD | +79.4% | -13.9% | +93.3% | +92.9% |
| 1Y | +91.0% | -6.9% | +97.9% | +92.5% |
| 3Y | +237.5% | +50.9% | +186.6% | +130.0% |
| 5Y | -30.4% | +3.9% | -34.4% | -30.5% |
| All | +103.1% | +6.1% | +97.0% | +96.9% |
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