+86.9%
FOXA vs COO
-44.2%
+131.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.2% | +4.1% | -0.6% |
| 7D | -5.4% | -9.0% | +3.5% | -3.2% |
| 30D | +1.1% | -16.8% | +18.0% | +5.7% |
| 3M | -6.1% | -7.5% | +1.4% | -4.4% |
| 6M | +8.2% | -16.3% | +24.5% | +12.7% |
| YTD | -11.8% | -22.5% | +10.8% | -6.4% |
| 1Y | +9.9% | -7.0% | +16.9% | +11.0% |
| 3Y | +110.7% | -27.5% | +138.2% | +119.5% |
| 5Y | +86.9% | -43.3% | +130.3% | +101.9% |
| All | +86.9% | -44.2% | +131.1% | +101.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling