+119.4%
FOXA vs D
+63.9%
+55.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | -4.0% | +1.5% | -5.4% | -4.2% |
| 30D | +12.0% | -2.6% | +14.6% | +12.4% |
| 3M | +0.3% | 0.0% | +0.3% | +0.1% |
| 6M | +12.5% | +7.4% | +5.1% | +10.6% |
| YTD | -9.6% | +15.9% | -25.5% | -12.6% |
| 1Y | +8.6% | +18.1% | -9.5% | +4.4% |
| All | +119.4% | +63.9% | +55.5% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 3y: compounded portfolio wealth divided by compounded D 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…
3y analysis · Full analysis span regression · 6 months rolling