-38.7%
DOCS vs FOXA
+89.2%
-127.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.2% |
| 7D | -0.8% | +5.4% | -6.1% | -3.5% |
| 30D | +17.4% | +6.3% | +11.1% | +13.5% |
| 3M | +57.4% | +8.3% | +49.0% | +50.2% |
| 6M | +26.5% | +7.6% | +19.0% | +18.5% |
| YTD | -26.6% | -7.9% | -18.6% | -24.9% |
| 1Y | -48.1% | +2.4% | -50.4% | -50.2% |
| 3Y | +52.6% | +120.3% | -67.7% | -15.8% |
| 5Y | -52.1% | +71.0% | -123.1% | -67.4% |
| All | -38.7% | +89.2% | -127.9% | -60.0% |
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