+105.8%
DAL vs FOXA
+89.1%
+16.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.4% | +5.2% | +3.5% |
| 7D | +0.1% | -4.0% | +4.1% | +2.2% |
| 30D | -13.9% | +12.0% | -25.9% | -19.3% |
| 3M | +1.1% | +0.3% | +0.8% | -1.2% |
| 6M | +26.2% | +12.5% | +13.8% | +13.7% |
| YTD | +16.4% | -9.6% | +26.1% | +20.0% |
| 1Y | +33.9% | +8.6% | +25.3% | +20.5% |
| 3Y | +93.4% | +118.5% | -25.2% | +9.6% |
| All | +105.8% | +89.1% | +16.8% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling