-36.6%
DT vs FOXA
+76.9%
-113.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -1.2% |
| 7D | +3.1% | +2.7% | +0.5% | +2.4% |
| 30D | -29.5% | +10.0% | -39.5% | -31.5% |
| 3M | -11.7% | +5.0% | -16.7% | -13.4% |
| 6M | +29.0% | +3.4% | +25.6% | +25.6% |
| YTD | +3.4% | -5.5% | +8.9% | +3.6% |
| 1Y | -4.2% | +5.5% | -9.8% | -8.0% |
| 3Y | -12.8% | +139.3% | -152.1% | -39.7% |
| All | -36.6% | +76.9% | -113.5% | -48.6% |
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