+20.8%
COP vs FOXA
+118.5%
-97.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | +15.6% | +2.3% | +13.3% | +14.8% |
| 3M | +14.3% | -2.8% | +17.2% | +14.9% |
| 6M | +17.0% | +9.6% | +7.4% | +13.3% |
| YTD | +47.4% | -9.9% | +57.3% | +51.6% |
| 1Y | +52.4% | +5.4% | +47.0% | +48.3% |
| 3Y | +20.8% | +115.3% | -94.4% | -2.9% |
| All | +20.8% | +118.5% | -97.6% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling