+86.9%
FOXA vs DAR
-8.0%
+94.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | -5.4% | -0.2% | -5.3% | -5.4% |
| 30D | +1.1% | +7.4% | -6.3% | -0.2% |
| 3M | -6.1% | +15.7% | -21.8% | -8.7% |
| 6M | +8.2% | +30.0% | -21.8% | +2.8% |
| YTD | -11.8% | +87.5% | -99.3% | -21.9% |
| 1Y | +9.9% | +113.4% | -103.4% | -5.7% |
| 3Y | +110.7% | +15.3% | +95.4% | +101.5% |
| 5Y | +86.9% | -4.3% | +91.3% | +81.5% |
| All | +86.9% | -8.0% | +94.9% | +81.5% |
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