-26.7%
DT vs FOXA
+90.4%
-117.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.4% | +1.0% |
| 7D | -2.5% | -3.7% | +1.2% | -1.5% |
| 30D | +3.5% | +5.4% | -1.8% | +1.7% |
| 3M | +26.7% | -3.7% | +30.4% | +26.6% |
| 6M | +36.1% | +12.6% | +23.6% | +28.0% |
| YTD | +18.6% | -10.0% | +28.6% | +20.8% |
| 1Y | +7.9% | +15.0% | -7.1% | -0.4% |
| 3Y | +8.6% | +115.1% | -106.5% | -21.9% |
| 5Y | -26.7% | +93.0% | -119.7% | -43.1% |
| All | -26.7% | +90.4% | -117.1% | -43.1% |
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