+87.1%
DOCN vs AGNC
+26.8%
+60.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | +1.2% |
| 7D | +19.8% | -4.4% | +24.2% | +24.0% |
| 30D | +8.4% | -5.4% | +13.8% | +13.1% |
| 3M | -23.6% | +3.5% | -27.0% | -26.8% |
| 6M | +111.3% | +1.7% | +109.6% | +103.9% |
| YTD | +172.3% | +3.9% | +168.5% | +156.3% |
| 1Y | +283.3% | +13.8% | +269.5% | +232.5% |
| 3Y | +388.1% | +63.3% | +324.8% | +211.9% |
| 5Y | +87.1% | +27.5% | +59.7% | +94.4% |
| All | +87.1% | +26.8% | +60.3% | +94.4% |
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