-37.1%
DOW vs FOXA
+93.7%
-130.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.2% | -2.5% |
| 7D | -1.4% | +0.8% | -2.2% | -1.7% |
| 30D | -3.9% | +5.0% | -9.0% | -5.8% |
| 3M | -12.7% | -3.0% | -9.6% | -12.6% |
| 6M | -13.7% | +14.8% | -28.5% | -19.8% |
| YTD | +28.4% | -8.9% | +37.3% | +31.0% |
| 1Y | +21.8% | +13.3% | +8.4% | +12.2% |
| 3Y | -35.7% | +115.4% | -151.1% | -55.1% |
| All | -37.1% | +93.7% | -130.8% | -57.1% |
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