+333.1%
RCL vs AGNC
+83.7%
+249.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | -1.9% | -4.7% | +2.8% | +2.6% |
| 30D | -15.5% | -5.7% | -9.9% | -10.8% |
| 3M | -9.7% | +1.9% | -11.5% | -11.6% |
| 6M | -8.7% | +1.8% | -10.5% | -10.2% |
| YTD | -5.8% | +3.4% | -9.2% | -9.3% |
| 1Y | -24.5% | +13.6% | -38.1% | -33.8% |
| 3Y | +173.9% | +60.4% | +113.5% | +65.0% |
| 5Y | +228.0% | +27.0% | +201.0% | +153.7% |
| All | +333.1% | +83.7% | +249.4% | +176.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling