-50.3%
DOCS vs FOXA
+85.8%
-136.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.6% | -1.0% |
| 7D | -1.4% | -4.0% | +2.5% | +0.7% |
| 30D | +21.8% | +12.0% | +9.8% | +14.3% |
| 3M | +27.3% | +0.3% | +27.0% | +24.3% |
| 6M | -0.3% | +12.5% | -12.8% | -9.3% |
| YTD | -40.5% | -9.6% | -30.9% | -38.4% |
| 1Y | -61.5% | +8.6% | -70.1% | -64.6% |
| 3Y | +8.2% | +118.5% | -110.4% | -40.3% |
| 5Y | -73.4% | +88.8% | -162.2% | -83.1% |
| All | -50.3% | +85.8% | -136.0% | -67.2% |
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