+115.3%
FOXA vs DAR
+14.9%
+100.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.7% |
| 7D | -0.6% | -0.9% | +0.2% | -0.5% |
| 30D | +2.3% | +13.0% | -10.6% | +0.7% |
| 3M | -2.8% | +15.0% | -17.8% | -4.7% |
| 6M | +9.6% | +26.8% | -17.2% | +6.0% |
| YTD | -9.9% | +86.4% | -96.3% | -17.3% |
| 1Y | +5.4% | +115.1% | -109.7% | -5.7% |
| 3Y | +115.3% | +14.6% | +100.6% | +119.9% |
| All | +115.3% | +14.9% | +100.4% | +119.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling