+1,055.8%
OKE vs AGNC
+622.7%
+433.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | +1.2% | -4.7% | +5.9% | +3.9% |
| 30D | +4.5% | -5.7% | +10.2% | +7.8% |
| 3M | +9.6% | +1.9% | +7.8% | +7.9% |
| 6M | +15.4% | +1.8% | +13.6% | +12.4% |
| YTD | +36.5% | +3.4% | +33.0% | +31.3% |
| 1Y | +39.0% | +13.6% | +25.4% | +26.6% |
| 3Y | +74.3% | +60.4% | +13.9% | +27.3% |
| 5Y | +141.2% | +27.0% | +114.2% | +97.2% |
| 10Y | +262.1% | +83.1% | +179.0% | +151.6% |
| All | +1,055.8% | +622.7% | +433.1% | +260.8% |
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