+371.8%
DOCN vs AGNC
+71.7%
+300.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +0.3% | +12.4% | +12.5% |
| 7D | +16.3% | +0.8% | +15.6% | +15.8% |
| 30D | +2.0% | -0.4% | +2.4% | +2.2% |
| 3M | -25.2% | +9.2% | -34.4% | -30.7% |
| 6M | +132.7% | +7.4% | +125.3% | +116.8% |
| YTD | +163.3% | +8.8% | +154.4% | +140.8% |
| 1Y | +280.3% | +18.3% | +262.1% | +223.9% |
| 3Y | +371.8% | +71.2% | +300.7% | +210.5% |
| All | +371.8% | +71.7% | +300.1% | +210.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling