+39.9%
DVN vs AGNC
0.0%
+39.9%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +4.0% | -11.3% | -5.8% |
| 7D | -13.9% | +1.5% | -15.4% | -13.2% |
| 30D | -8.0% | +3.9% | -12.0% | -6.5% |
| 3M | +0.8% | -13.5% | +14.3% | -3.6% |
| 6M | -12.8% | -10.6% | -2.2% | -15.4% |
| YTD | +22.7% | -7.2% | +29.9% | +16.0% |
| All | +39.9% | 0.0% | +39.9% | +24.3% |
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