+60.3%
DOCS vs AGNC
+61.2%
-0.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | -0.1% |
| 7D | 0.0% | +2.8% | -2.8% | -1.8% |
| 30D | +7.8% | +4.4% | +3.4% | +4.7% |
| 3M | +20.0% | -14.5% | +34.4% | +32.9% |
| 6M | +26.5% | -11.7% | +38.3% | +37.7% |
| YTD | -25.8% | -6.6% | -19.2% | -23.1% |
| 1Y | -39.5% | -0.9% | -38.5% | -40.0% |
| 3Y | +60.3% | +67.1% | -6.7% | -9.4% |
| All | +60.3% | +61.2% | -0.9% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling