-37.2%
DOCN vs FOXA
+73.4%
-110.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.8% | -13.0% | -14.8% |
| 7D | -29.3% | +4.9% | -34.2% | -30.5% |
| 30D | -46.0% | +9.0% | -55.0% | -48.0% |
| 3M | -43.2% | +15.8% | -59.0% | -47.3% |
| 6M | -53.7% | +9.2% | -62.9% | -57.2% |
| YTD | +46.9% | -6.5% | +53.4% | +48.1% |
| 1Y | +54.3% | +5.4% | +48.9% | +44.0% |
| 3Y | +185.5% | +120.1% | +65.5% | +50.3% |
| All | -37.2% | +73.4% | -110.6% | -60.1% |
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