+915.8%
RCL vs AGNC
+625.5%
+290.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.8% | +2.1% |
| 7D | -2.5% | -4.4% | +1.9% | +1.0% |
| 30D | -15.7% | -5.4% | -10.3% | -11.9% |
| 3M | -3.6% | +3.5% | -7.1% | -6.4% |
| 6M | -8.7% | +1.7% | -10.4% | -9.7% |
| YTD | -6.2% | +3.9% | -10.0% | -9.2% |
| 1Y | -22.9% | +13.8% | -36.7% | -30.8% |
| 3Y | +173.6% | +63.3% | +110.3% | +78.7% |
| 5Y | +226.6% | +27.5% | +199.1% | +157.9% |
| 10Y | +341.2% | +83.8% | +257.4% | +184.2% |
| All | +915.8% | +625.5% | +290.2% | +79.6% |
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