+50.5%
COP vs FOXA
+16.6%
+34.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -0.9% | +0.2% |
| 7D | +2.3% | +0.8% | +1.5% | +2.3% |
| 30D | +8.6% | +5.0% | +3.6% | +8.4% |
| 3M | +19.9% | -3.0% | +22.9% | +20.7% |
| 6M | +19.0% | +14.8% | +4.3% | +18.8% |
| YTD | +50.0% | -8.9% | +58.9% | +53.2% |
| 1Y | +50.5% | +13.3% | +37.2% | +53.2% |
| All | +50.5% | +16.6% | +34.0% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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