+11.8%
DOCS vs AGNC
+71.8%
-60.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.7% |
| 7D | -1.4% | -1.2% | -0.2% | -0.7% |
| 30D | +21.8% | +0.9% | +20.9% | +21.6% |
| 3M | +27.3% | +7.0% | +20.3% | +23.2% |
| 6M | -0.3% | +3.9% | -4.2% | -2.2% |
| YTD | -40.5% | +8.5% | -49.0% | -43.4% |
| 1Y | -61.5% | +19.6% | -81.1% | -65.5% |
| All | +11.8% | +71.8% | -60.0% | -18.0% |
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