-12.7%
DASH vs FOXA
+2.8%
-15.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -2.8% | +0.4% | -3.2% | -2.7% |
| 30D | -9.3% | +7.9% | -17.2% | -10.1% |
| 3M | -15.1% | +6.7% | -21.8% | -15.5% |
| 6M | +8.7% | +7.5% | +1.2% | +3.9% |
| YTD | -21.3% | -6.9% | -14.4% | -19.8% |
| 1Y | -12.7% | +2.2% | -14.9% | -10.4% |
| All | -12.7% | +2.8% | -15.5% | -10.4% |
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