-99.9%
DFNS vs FOXA
+91.1%
-191.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.4% |
| 7D | +0.8% | -0.6% | +1.4% | +1.0% |
| 30D | -73.2% | +2.3% | -75.6% | -74.7% |
| 3M | -72.4% | -2.8% | -69.6% | -72.4% |
| 6M | -95.2% | +9.6% | -104.8% | -96.0% |
| YTD | -98.0% | -9.9% | -88.1% | -97.9% |
| 1Y | -98.3% | +5.4% | -103.6% | -98.5% |
| 3Y | -99.9% | +115.3% | -215.1% | -99.9% |
| All | -99.9% | +91.1% | -191.0% | -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 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