+93.0%
FOXA vs DD
+57.4%
+35.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.5% | +2.2% |
| 7D | -3.7% | -2.9% | -0.8% | -2.8% |
| 30D | +5.4% | -11.5% | +16.9% | +9.4% |
| 3M | -3.7% | -5.4% | +1.7% | -2.4% |
| 6M | +12.6% | -6.9% | +19.5% | +13.9% |
| YTD | -10.0% | +6.9% | -16.8% | -13.8% |
| 1Y | +15.0% | +35.6% | -20.6% | +0.2% |
| 3Y | +115.1% | +42.5% | +72.6% | +78.6% |
| 5Y | +93.0% | +58.5% | +34.6% | +49.0% |
| All | +93.0% | +57.4% | +35.7% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling