-29.3%
DASH vs FOXA
+76.9%
-106.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -2.6% |
| 7D | -4.5% | +2.7% | -7.2% | -5.8% |
| 30D | -6.8% | +10.0% | -16.8% | -10.9% |
| 3M | -20.7% | +5.0% | -25.7% | -22.7% |
| 6M | +15.1% | +3.4% | +11.7% | +10.6% |
| YTD | -24.3% | -5.5% | -18.8% | -23.7% |
| 1Y | -12.1% | +5.5% | -17.7% | -17.3% |
| 3Y | +91.1% | +139.3% | -48.2% | -6.3% |
| All | -29.3% | +76.9% | -106.3% | -54.3% |
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