+66.4%
DOCN vs FOXA
+73.4%
-7.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.8% | -13.0% | -14.9% |
| 7D | -29.3% | +4.9% | -34.2% | -30.3% |
| 30D | -46.0% | +9.0% | -55.0% | -47.8% |
| 3M | -43.2% | +15.8% | -59.0% | -46.8% |
| 6M | -53.7% | +9.2% | -62.9% | -56.8% |
| YTD | +46.9% | -6.5% | +53.4% | +47.9% |
| 1Y | +54.3% | +5.4% | +48.9% | +45.4% |
| 3Y | +185.5% | +120.1% | +65.5% | +68.8% |
| 5Y | -31.1% | +73.6% | -104.7% | -56.0% |
| All | +66.4% | +73.4% | -7.1% | +5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling