+90.1%
FOXA vs DAR
+209.4%
-119.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.5% |
| 7D | -3.7% | +0.9% | -4.7% | -4.0% |
| 30D | +5.4% | +6.4% | -1.1% | +3.6% |
| 3M | -3.7% | +13.2% | -17.0% | -7.0% |
| 6M | +12.6% | +26.2% | -13.6% | +5.5% |
| YTD | -10.0% | +84.4% | -94.3% | -23.6% |
| 1Y | +15.0% | +112.0% | -97.0% | -6.8% |
| 3Y | +115.1% | +13.4% | +101.7% | +100.1% |
| 5Y | +93.0% | -6.0% | +99.0% | +81.9% |
| All | +90.1% | +209.4% | -119.3% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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