+88.1%
DHR vs FOXA
+90.3%
-2.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | +0.2% | +2.3% | -2.1% | -0.4% |
| 3M | +12.1% | -2.8% | +14.9% | +11.9% |
| 6M | +5.4% | +9.6% | -4.2% | +2.3% |
| YTD | -10.0% | -9.9% | -0.1% | -8.9% |
| 1Y | +4.1% | +5.4% | -1.3% | +1.5% |
| 3Y | -5.2% | +115.3% | -120.5% | -20.9% |
| 5Y | -28.2% | +93.1% | -121.3% | -39.5% |
| All | +88.1% | +90.3% | -2.1% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling