-99.9%
DFNS vs FOXA
+181.2%
-281.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -3.6% |
| 7D | -6.3% | +0.8% | -7.1% | -7.0% |
| 30D | -74.0% | +5.0% | -79.0% | -75.5% |
| 3M | -70.1% | -3.0% | -67.1% | -69.9% |
| 6M | -93.9% | +14.8% | -108.7% | -94.8% |
| YTD | -98.1% | -8.9% | -89.2% | -98.0% |
| 1Y | -98.3% | +13.3% | -111.6% | -98.5% |
| 3Y | -99.9% | +115.4% | -215.3% | -99.9% |
| 5Y | -99.9% | +95.3% | -195.1% | -99.9% |
| All | -99.9% | +181.2% | -281.0% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling