+105.1%
DOCN vs FOXA
+74.2%
+30.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.9% | +8.7% | +9.3% |
| 7D | +3.7% | -2.4% | +6.1% | +4.8% |
| 30D | -33.7% | +8.6% | -42.3% | -35.7% |
| 3M | -27.9% | +9.9% | -37.8% | -31.1% |
| 6M | -46.4% | +0.8% | -47.3% | -47.8% |
| YTD | +81.1% | -6.1% | +87.2% | +82.1% |
| 1Y | +74.3% | +3.3% | +71.0% | +66.3% |
| 3Y | +245.8% | +133.5% | +112.3% | +97.3% |
| 5Y | -23.7% | +75.8% | -99.6% | -51.3% |
| All | +105.1% | +74.2% | +30.8% | +30.2% |
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