+90.1%
FOXA vs COO
-25.2%
+115.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -14.7% | +16.7% | +6.7% |
| 7D | -3.7% | -23.3% | +19.6% | +4.2% |
| 30D | +5.4% | -29.5% | +34.8% | +17.2% |
| 3M | -3.7% | -20.0% | +16.2% | +2.6% |
| 6M | +12.6% | -27.2% | +39.8% | +23.4% |
| YTD | -10.0% | -33.9% | +23.9% | +1.9% |
| 1Y | +15.0% | -19.9% | +35.0% | +21.2% |
| 3Y | +115.1% | -38.1% | +153.2% | +138.6% |
| 5Y | +93.0% | -52.0% | +145.0% | +135.7% |
| All | +90.1% | -25.2% | +115.3% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling