+96.4%
OKTA vs AGNC
-0.6%
+97.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -0.6% | -9.8% | -10.3% |
| 7D | -22.9% | -0.1% | -22.7% | -22.8% |
| 30D | -21.7% | +2.8% | -24.5% | -22.1% |
| 3M | +16.4% | -14.2% | +30.6% | +20.4% |
| 6M | +120.1% | -11.7% | +131.8% | +127.2% |
| YTD | +97.9% | -7.7% | +105.7% | +101.8% |
| 1Y | +96.4% | -1.2% | +97.6% | +97.2% |
| All | +96.4% | -0.6% | +97.0% | +97.2% |
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 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