-53.3%
DOCS vs FOXA
+73.4%
-126.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.5% | -2.8% |
| 7D | -1.3% | +4.9% | -6.2% | -3.8% |
| 30D | +19.4% | +9.0% | +10.4% | +14.0% |
| 3M | +53.4% | +15.8% | +37.6% | +41.3% |
| 6M | +28.8% | +9.2% | +19.5% | +19.7% |
| YTD | -25.1% | -6.5% | -18.5% | -24.0% |
| 1Y | -48.1% | +5.4% | -53.6% | -51.0% |
| 3Y | +51.4% | +120.1% | -68.7% | -16.6% |
| All | -53.3% | +73.4% | -126.7% | -69.4% |
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