+139.3%
FOXA vs DD
+88.8%
+50.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.7% | +4.3% |
| 7D | +2.7% | +5.0% | -2.3% | +1.4% |
| 30D | +10.0% | +19.7% | -9.7% | +5.3% |
| 3M | +5.0% | +7.2% | -2.2% | +3.1% |
| 6M | +3.4% | +1.0% | +2.4% | +2.8% |
| YTD | -5.5% | +29.1% | -34.6% | -13.2% |
| 1Y | +5.5% | +28.5% | -22.9% | -3.0% |
| 3Y | +139.3% | +89.4% | +49.8% | +76.3% |
| All | +139.3% | +88.8% | +50.5% | +76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling