+15.0%
FOXA vs COO
-20.6%
+35.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -14.7% | +16.7% | +4.0% |
| 7D | -3.7% | -23.3% | +19.6% | +0.2% |
| 30D | +5.4% | -29.5% | +34.8% | +11.3% |
| 3M | -3.7% | -20.0% | +16.2% | -0.7% |
| 6M | +12.6% | -27.2% | +39.8% | +18.1% |
| YTD | -10.0% | -33.9% | +23.9% | -4.0% |
| 1Y | +15.0% | -19.9% | +35.0% | +19.7% |
| All | +15.0% | -20.6% | +35.6% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling