+30.9%
OWL vs AGNC
+39.8%
-8.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | -10.1% | -4.7% | -5.4% | -7.2% |
| 30D | -11.9% | -5.7% | -6.3% | -8.4% |
| 3M | +10.7% | +1.9% | +8.9% | +9.6% |
| 6M | +22.1% | +1.8% | +20.3% | +20.8% |
| YTD | -24.8% | +3.4% | -28.2% | -26.7% |
| 1Y | -39.2% | +13.6% | -52.8% | -44.3% |
| 3Y | +1.7% | +60.4% | -58.6% | -26.1% |
| 5Y | -15.5% | +27.0% | -42.5% | -29.2% |
| All | +30.9% | +39.8% | -8.9% | +3.2% |
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