-73.6%
RGTI vs AGNC
-0.6%
-73.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -0.6% | -11.6% | -11.6% |
| 7D | -18.3% | -0.1% | -18.2% | -18.2% |
| 30D | -35.1% | +2.8% | -37.8% | -36.6% |
| 3M | -41.3% | -14.2% | -27.1% | -31.6% |
| 6M | -46.1% | -11.7% | -34.4% | -39.9% |
| YTD | -55.5% | -7.7% | -47.8% | -55.4% |
| 1Y | -73.6% | -1.2% | -72.4% | -76.8% |
| All | -73.6% | -0.6% | -73.0% | -76.8% |
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