+70.5%
DOCN vs FOXA
+70.8%
-0.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.0% |
| 7D | -19.2% | +5.4% | -24.5% | -20.6% |
| 30D | -43.1% | +6.3% | -49.3% | -44.5% |
| 3M | -40.7% | +8.3% | -49.0% | -43.1% |
| 6M | -55.0% | +7.6% | -62.6% | -57.7% |
| YTD | +50.6% | -7.9% | +58.6% | +52.4% |
| 1Y | +54.0% | +2.4% | +51.6% | +46.9% |
| 3Y | +203.9% | +120.3% | +83.6% | +78.6% |
| 5Y | -29.4% | +71.0% | -100.4% | -54.6% |
| All | +70.5% | +70.8% | -0.3% | +8.9% |
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