-54.4%
DOCS vs AGNC
+25.6%
-79.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.6% | +0.1% |
| 7D | -8.1% | -1.0% | -7.1% | -7.5% |
| 30D | -5.6% | -1.2% | -4.4% | -4.8% |
| 3M | +18.3% | +5.4% | +12.9% | +14.7% |
| 6M | -5.1% | +6.7% | -11.8% | -9.1% |
| YTD | -45.4% | +7.1% | -52.5% | -48.2% |
| 1Y | -65.2% | +16.3% | -81.5% | -68.9% |
| 3Y | +6.6% | +68.5% | -61.8% | -26.4% |
| 5Y | -76.1% | +31.4% | -107.5% | -78.9% |
| All | -54.4% | +25.6% | -79.9% | -58.4% |
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 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