+114.1%
DT vs AGNC
+47.0%
+67.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -1.6% | -4.7% | +3.1% | +0.3% |
| 30D | +3.0% | -5.7% | +8.7% | +5.5% |
| 3M | +26.5% | +1.9% | +24.6% | +25.3% |
| 6M | +35.9% | +1.8% | +34.1% | +34.0% |
| YTD | +17.8% | +3.4% | +14.4% | +14.8% |
| 1Y | +4.1% | +13.6% | -9.6% | -3.0% |
| 3Y | +5.3% | +60.4% | -55.1% | -17.3% |
| 5Y | -27.2% | +27.0% | -54.1% | -37.4% |
| All | +114.1% | +47.0% | +67.1% | +117.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling