+373.2%
DE vs FOXA
+86.3%
+286.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.2% |
| 7D | -3.0% | -5.4% | +2.4% | -1.3% |
| 30D | +11.1% | +1.1% | +10.0% | +10.5% |
| 3M | +17.6% | -6.1% | +23.7% | +18.6% |
| 6M | +13.6% | +8.2% | +5.4% | +8.6% |
| YTD | +46.3% | -11.8% | +58.0% | +49.8% |
| 1Y | +44.2% | +9.9% | +34.3% | +35.5% |
| 3Y | +76.6% | +110.7% | -34.2% | +27.7% |
| 5Y | +98.2% | +86.9% | +11.3% | +47.0% |
| All | +373.2% | +86.3% | +286.9% | +196.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling