+2,025.3%
DELL vs FOXA
+86.3%
+1,939.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.0% |
| 7D | +8.7% | -5.4% | +14.2% | +10.7% |
| 30D | +16.9% | +1.1% | +15.8% | +16.5% |
| 3M | +40.4% | -6.1% | +46.5% | +41.5% |
| 6M | +267.1% | +8.2% | +258.8% | +247.9% |
| YTD | +329.1% | -11.8% | +340.9% | +339.4% |
| 1Y | +346.9% | +9.9% | +337.0% | +316.8% |
| 3Y | +696.6% | +110.7% | +585.9% | +471.5% |
| 5Y | +1,106.2% | +86.9% | +1,019.3% | +793.1% |
| All | +2,025.3% | +86.3% | +1,939.0% | +1,325.4% |
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 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