-10.4%
DOW vs FOXA
+78.6%
-89.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | -2.9% | -0.6% | -2.3% | -2.6% |
| 30D | +2.0% | +2.3% | -0.4% | +0.6% |
| 3M | -12.5% | -2.8% | -9.7% | -12.9% |
| 6M | -9.2% | +9.6% | -18.8% | -15.0% |
| YTD | +30.8% | -9.9% | +40.7% | +33.7% |
| 1Y | +29.4% | +5.4% | +24.0% | +21.7% |
| 3Y | -34.6% | +115.3% | -149.8% | -56.9% |
| 5Y | -35.9% | +93.1% | -129.0% | -56.8% |
| All | -10.4% | +78.6% | -89.0% | -47.3% |
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