+86.3%
FOXA vs COPX
+419.3%
-333.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | -5.4% | +6.0% | -11.4% | -6.9% |
| 30D | +1.1% | +6.4% | -5.3% | -0.7% |
| 3M | -6.1% | +19.3% | -25.4% | -11.4% |
| 6M | +8.2% | +16.2% | -8.0% | +1.6% |
| YTD | -11.8% | +33.2% | -44.9% | -21.7% |
| 1Y | +9.9% | +90.2% | -80.3% | -13.6% |
| 3Y | +110.7% | +175.7% | -64.9% | +40.3% |
| 5Y | +86.9% | +193.1% | -106.2% | +16.7% |
| All | +86.3% | +419.3% | -333.0% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 all: compounded portfolio wealth divided by compounded COPX 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…
all analysis · Full analysis span regression · 6 months rolling