+76.5%
FOXA vs DAR
-27.0%
+103.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +3.0% | +3.9% |
| 7D | +2.7% | +11.6% | -8.9% | +0.8% |
| 30D | +10.0% | -10.2% | +20.2% | +11.8% |
| 3M | +5.0% | -14.8% | +19.8% | +7.6% |
| 6M | +3.4% | -10.1% | +13.5% | +4.7% |
| YTD | -5.5% | +55.5% | -61.0% | -13.8% |
| 1Y | +5.5% | +61.7% | -56.1% | -4.6% |
| 3Y | +139.3% | +37.2% | +102.1% | +115.6% |
| All | +76.5% | -27.0% | +103.4% | +83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling