+63.8%
DIA vs FOXA
+90.4%
-26.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.1% |
| 7D | -3.0% | -3.7% | +0.7% | -2.2% |
| 30D | -3.0% | +5.4% | -8.4% | -4.2% |
| 3M | +4.5% | -3.7% | +8.2% | +4.7% |
| 6M | +9.8% | +12.6% | -2.8% | +5.2% |
| YTD | +9.3% | -10.0% | +19.3% | +11.2% |
| 1Y | +16.0% | +15.0% | +0.9% | +9.6% |
| 3Y | +57.7% | +115.1% | -57.4% | +23.3% |
| 5Y | +63.8% | +93.0% | -29.3% | +27.2% |
| All | +63.8% | +90.4% | -26.7% | +27.2% |
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