+514.4%
RSP vs AGNC
+648.3%
-133.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.3% |
| 7D | -1.8% | -1.0% | -0.8% | -1.4% |
| 30D | -2.5% | -1.2% | -1.3% | -2.0% |
| 3M | +3.0% | +5.4% | -2.4% | +0.6% |
| 6M | +8.9% | +6.7% | +2.2% | +5.6% |
| YTD | +13.0% | +7.1% | +5.9% | +9.2% |
| 1Y | +16.2% | +16.3% | 0.0% | +8.5% |
| 3Y | +52.7% | +68.5% | -15.8% | +20.6% |
| 5Y | +50.5% | +31.4% | +19.1% | +29.3% |
| 10Y | +209.8% | +89.6% | +120.2% | +120.8% |
| All | +514.4% | +648.3% | -133.9% | +95.1% |
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