-46.4%
DOCN vs AGNC
-16.0%
-30.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -3.0% | +12.6% | +8.7% |
| 7D | +3.7% | -4.4% | +8.1% | +2.5% |
| 30D | -33.7% | -1.0% | -32.7% | -33.6% |
| 3M | -27.9% | -19.2% | -8.7% | -33.0% |
| 6M | -46.4% | -15.7% | -30.7% | -48.8% |
| All | -46.4% | -16.0% | -30.5% | -48.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling