-5.9%
DASH vs FOXA
+149.7%
-155.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | -10.2% | -2.4% | -7.8% | -9.4% |
| 30D | -8.2% | +8.6% | -16.8% | -10.7% |
| 3M | -15.9% | +9.9% | -25.8% | -18.6% |
| 6M | +13.3% | +0.8% | +12.5% | +11.3% |
| YTD | -21.3% | -6.1% | -15.2% | -20.8% |
| 1Y | -11.1% | +3.3% | -14.4% | -13.9% |
| 3Y | +103.8% | +133.5% | -29.7% | +36.0% |
| 5Y | -21.6% | +75.8% | -97.4% | -44.1% |
| All | -5.9% | +149.7% | -155.6% | -26.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling