+54.2%
RGTI vs AGNC
+20.6%
+33.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.1% |
| 7D | +0.5% | -4.7% | +5.2% | +4.6% |
| 30D | -17.1% | -5.7% | -11.4% | -12.9% |
| 3M | -26.0% | +1.9% | -27.8% | -27.7% |
| 6M | -9.9% | +1.8% | -11.7% | -11.6% |
| YTD | -31.1% | +3.4% | -34.5% | -33.0% |
| 1Y | -8.5% | +13.6% | -22.1% | -18.2% |
| 3Y | +652.2% | +60.4% | +591.8% | +428.7% |
| 5Y | +56.8% | +27.0% | +29.8% | +24.2% |
| All | +54.2% | +20.6% | +33.7% | +22.5% |
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