-27.1%
RKT vs AGNC
+63.9%
-91.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | -6.3% | -4.7% | -1.6% | -1.6% |
| 30D | -6.2% | -5.7% | -0.5% | -0.2% |
| 3M | -1.9% | +1.9% | -3.7% | -3.0% |
| 6M | -13.0% | +1.8% | -14.8% | -13.2% |
| YTD | -31.9% | +3.4% | -35.4% | -32.8% |
| 1Y | -37.6% | +13.6% | -51.2% | -43.7% |
| 3Y | +36.8% | +60.4% | -23.6% | -8.2% |
| 5Y | -9.7% | +27.0% | -36.7% | -20.9% |
| All | -27.1% | +63.9% | -91.0% | -54.1% |
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