-66.6%
RBLX vs AGNC
+22.6%
-89.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.4% |
| 7D | +12.4% | -1.2% | +13.6% | +13.1% |
| 30D | +19.7% | +0.9% | +18.8% | +19.2% |
| 3M | -0.1% | +7.0% | -7.1% | -2.1% |
| 6M | -35.7% | +3.9% | -39.6% | -37.8% |
| YTD | -46.6% | +8.5% | -55.1% | -45.7% |
| 1Y | -66.6% | +19.6% | -86.2% | -64.8% |
| All | -66.6% | +22.6% | -89.2% | -64.8% |
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 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