+92.4%
FOXA vs DD
+46.8%
+45.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.4% | +1.3% |
| 7D | +0.8% | -3.5% | +4.3% | +2.1% |
| 30D | +5.0% | -11.7% | +16.7% | +9.8% |
| 3M | -3.0% | -9.2% | +6.2% | +0.1% |
| 6M | +14.8% | -7.2% | +22.0% | +16.5% |
| YTD | -8.9% | +6.6% | -15.5% | -12.9% |
| 1Y | +13.3% | +32.0% | -18.7% | -1.0% |
| 3Y | +115.4% | +42.1% | +73.3% | +77.6% |
| 5Y | +95.3% | +58.1% | +37.2% | +50.4% |
| All | +92.4% | +46.8% | +45.5% | +26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling