-41.1%
DIS vs FOXA
+89.1%
-130.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -0.3% |
| 7D | -2.6% | -4.0% | +1.4% | -0.9% |
| 30D | +3.5% | +12.0% | -8.5% | -1.7% |
| 3M | +6.8% | +0.3% | +6.6% | +5.1% |
| 6M | +3.0% | +12.5% | -9.5% | -5.0% |
| YTD | -6.7% | -9.6% | +2.9% | -4.0% |
| 1Y | -10.1% | +8.6% | -18.7% | -16.4% |
| 3Y | +33.0% | +118.5% | -85.5% | -15.3% |
| All | -41.1% | +89.1% | -130.1% | -61.8% |
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