-98.3%
DFNS vs FOXA
+16.6%
-114.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -75.7% |
| 3M | -70.1% | -3.0% | -67.1% | -72.7% |
| 6M | -93.9% | +14.8% | -108.7% | -94.6% |
| YTD | -98.1% | -8.9% | -89.2% | -98.1% |
| 1Y | -98.3% | +13.3% | -111.6% | -98.3% |
| All | -98.3% | +16.6% | -114.9% | -98.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling