-65.2%
DOCS vs AGNC
+16.0%
-81.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.6% | -0.1% |
| 7D | -8.1% | -1.0% | -7.1% | -7.6% |
| 30D | -5.6% | -1.2% | -4.4% | -5.0% |
| 3M | +18.3% | +5.4% | +12.9% | +17.1% |
| 6M | -5.1% | +6.7% | -11.8% | -6.2% |
| YTD | -45.4% | +7.1% | -52.5% | -47.1% |
| 1Y | -65.2% | +16.3% | -81.5% | -68.2% |
| All | -65.2% | +16.0% | -81.2% | -68.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling