-100.0%
DFNS vs FOXA
+135.4%
-235.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.9% | +11.8% | +11.0% |
| 7D | -13.0% | -2.4% | -10.6% | -7.6% |
| 30D | -56.9% | +8.6% | -65.5% | -64.4% |
| 3M | -93.2% | +9.9% | -103.1% | -95.0% |
| 6M | -95.4% | +0.8% | -96.3% | -96.2% |
| YTD | -99.5% | -6.1% | -93.4% | -99.5% |
| 1Y | -99.6% | +3.3% | -102.9% | -99.7% |
| All | -100.0% | +135.4% | -235.3% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling