+43.3%
DIS vs FOXA
+117.4%
-74.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | +5.2% | +5.4% | -0.1% | +3.4% |
| 30D | +11.5% | +6.3% | +5.2% | +9.1% |
| 3M | +11.5% | +8.3% | +3.2% | +8.4% |
| 6M | +8.9% | +7.6% | +1.3% | +4.3% |
| YTD | +3.4% | -7.9% | +11.4% | +5.6% |
| 1Y | +7.2% | +2.4% | +4.8% | +4.5% |
| 3Y | +43.3% | +120.3% | -77.0% | +14.0% |
| All | +43.3% | +117.4% | -74.1% | +14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling