-4.4%
DIS vs FOXA
+90.3%
-94.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -1.1% | -0.6% | -0.5% | -0.8% |
| 30D | +0.1% | +2.3% | -2.2% | -1.0% |
| 3M | +7.1% | -2.8% | +9.9% | +6.8% |
| 6M | +4.3% | +9.6% | -5.3% | -2.1% |
| YTD | -6.9% | -9.9% | +2.9% | -4.7% |
| 1Y | -10.3% | +5.4% | -15.7% | -15.0% |
| 3Y | +32.8% | +115.3% | -82.4% | -10.7% |
| 5Y | -41.5% | +93.1% | -134.5% | -59.1% |
| All | -4.4% | +90.3% | -94.7% | -42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling