-52.2%
RDDT vs AGNC
-0.6%
-51.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.6% | -7.4% | -7.6% |
| 7D | -27.6% | -0.1% | -27.5% | -27.3% |
| 30D | -37.0% | +2.8% | -39.8% | -37.6% |
| 3M | -39.6% | -14.2% | -25.4% | -34.7% |
| 6M | -45.3% | -11.7% | -33.7% | -42.2% |
| YTD | -59.2% | -7.7% | -51.5% | -61.0% |
| 1Y | -52.2% | -1.2% | -51.0% | -58.7% |
| All | -52.2% | -0.6% | -51.6% | -58.7% |
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