+1,145.9%
DELL vs FOXA
+93.7%
+1,052.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.2% | +10.8% | +11.7% |
| 7D | +8.2% | +0.8% | +7.4% | +8.0% |
| 30D | +17.1% | +5.0% | +12.0% | +15.6% |
| 3M | +45.2% | -3.0% | +48.2% | +45.8% |
| 6M | +286.8% | +14.8% | +272.0% | +262.1% |
| YTD | +354.8% | -8.9% | +363.7% | +365.3% |
| 1Y | +358.3% | +13.3% | +344.9% | +326.5% |
| 3Y | +724.9% | +115.4% | +609.5% | +501.8% |
| All | +1,145.9% | +93.7% | +1,052.3% | +827.5% |
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