+219.1%
RCL vs AGNC
+26.7%
+192.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | -1.9% | -4.7% | +2.8% | +1.4% |
| 30D | -15.5% | -5.7% | -9.9% | -12.1% |
| 3M | -9.7% | +1.9% | -11.5% | -11.0% |
| 6M | -8.7% | +1.8% | -10.5% | -9.7% |
| YTD | -5.8% | +3.4% | -9.2% | -8.1% |
| 1Y | -24.5% | +13.6% | -38.1% | -31.0% |
| 3Y | +173.9% | +60.4% | +113.5% | +97.0% |
| All | +219.1% | +26.7% | +192.4% | +222.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling