-32.9%
DOCS vs AGNC
-7.3%
-25.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.2% |
| 7D | +2.6% | -6.3% | +8.8% | +5.9% |
| 30D | +11.4% | -3.1% | +14.5% | +13.1% |
| 3M | +25.4% | -22.1% | +47.4% | +41.5% |
| 6M | +42.5% | -16.9% | +59.4% | +57.3% |
| YTD | -24.7% | -13.9% | -10.8% | -21.7% |
| 1Y | -32.9% | -6.9% | -26.1% | -36.1% |
| All | -32.9% | -7.3% | -25.7% | -36.1% |
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