-10.0%
DIS vs FOXA
+8.1%
-18.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.4% |
| 7D | -3.5% | -5.4% | +1.9% | -2.5% |
| 30D | +1.0% | +1.1% | -0.2% | +0.8% |
| 3M | +5.7% | -6.1% | +11.8% | +6.2% |
| 6M | +3.3% | +8.2% | -5.0% | -0.3% |
| YTD | -7.7% | -11.8% | +4.1% | -5.4% |
| 1Y | -10.0% | +9.9% | -19.9% | -13.4% |
| All | -10.0% | +8.1% | -18.0% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling