+90.3%
FOXA vs DD
+51.9%
+38.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -0.6% | -0.6% | 0.0% | -0.4% |
| 30D | +2.3% | -7.4% | +9.7% | +5.2% |
| 3M | -2.8% | -6.4% | +3.6% | -0.9% |
| 6M | +9.6% | -2.5% | +12.1% | +9.2% |
| YTD | -9.9% | +10.2% | -20.1% | -14.9% |
| 1Y | +5.4% | +36.9% | -31.6% | -9.1% |
| 3Y | +115.3% | +47.0% | +68.2% | +75.3% |
| 5Y | +93.1% | +63.1% | +29.9% | +47.0% |
| All | +90.3% | +51.9% | +38.4% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DD 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling