-73.2%
DOCS vs AGNC
+31.5%
-104.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.7% |
| 7D | -1.4% | -1.2% | -0.2% | -0.6% |
| 30D | +21.8% | +0.9% | +20.9% | +21.6% |
| 3M | +27.3% | +7.0% | +20.3% | +22.3% |
| 6M | -0.3% | +3.9% | -4.2% | -2.8% |
| YTD | -40.5% | +8.5% | -49.0% | -44.0% |
| 1Y | -61.5% | +19.6% | -81.1% | -66.1% |
| 3Y | +8.2% | +66.1% | -57.9% | -23.8% |
| All | -73.2% | +31.5% | -104.7% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling