-57.0%
DOCS vs FOXA
+77.4%
-134.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.3% |
| 7D | 0.0% | +7.9% | -7.9% | -3.9% |
| 30D | +7.8% | +8.5% | -0.7% | +3.2% |
| 3M | +20.0% | +6.2% | +13.8% | +15.4% |
| 6M | +26.5% | +8.0% | +18.5% | +18.3% |
| YTD | -25.8% | -6.5% | -19.3% | -24.7% |
| 1Y | -39.5% | +3.6% | -43.0% | -42.2% |
| 3Y | +60.3% | +136.0% | -75.7% | -16.2% |
| 5Y | -57.0% | +77.7% | -134.8% | -72.0% |
| All | -57.0% | +77.4% | -134.4% | -72.0% |
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 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