-96.5%
DFNS vs FOXA
+3.6%
-100.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +4.1% | -9.6% | -10.5% |
| 7D | -6.0% | +2.7% | -8.6% | -8.5% |
| 30D | -71.2% | +10.0% | -81.2% | -74.4% |
| 3M | -94.5% | +5.0% | -99.5% | -95.0% |
| 6M | -96.5% | +3.4% | -99.9% | -97.3% |
| All | -96.5% | +3.6% | -100.1% | -97.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling