+139.5%
DIA vs FOXA
+90.8%
+48.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.4% |
| 7D | -0.2% | -4.0% | +3.8% | +0.9% |
| 30D | -1.5% | +12.0% | -13.5% | -4.9% |
| 3M | +3.8% | +0.3% | +3.5% | +2.5% |
| 6M | +10.3% | +12.5% | -2.2% | +4.7% |
| YTD | +12.1% | -9.6% | +21.7% | +13.8% |
| 1Y | +18.6% | +8.6% | +10.1% | +12.9% |
| 3Y | +60.6% | +118.5% | -57.9% | +19.6% |
| 5Y | +64.4% | +88.8% | -24.3% | +26.1% |
| All | +139.5% | +90.8% | +48.7% | +59.7% |
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