+324.3%
DOCN vs FOXA
+119.1%
+205.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.4% | +6.2% | +3.4% |
| 7D | +1.1% | -4.0% | +5.1% | +1.8% |
| 30D | -9.6% | +12.0% | -21.6% | -11.9% |
| 3M | -37.7% | +0.3% | -37.9% | -38.0% |
| 6M | +115.2% | +12.5% | +102.7% | +104.7% |
| YTD | +133.7% | -9.6% | +143.4% | +144.3% |
| 1Y | +250.2% | +8.6% | +241.6% | +231.9% |
| All | +324.3% | +119.1% | +205.2% | +170.6% |
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