+8.9%
FOXA vs DG
+45.3%
-36.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.5% | -4.7% | +3.1% |
| 7D | +9.9% | +12.3% | -2.4% | +8.7% |
| 30D | +10.0% | +19.3% | -9.3% | +8.6% |
| 3M | +18.4% | +11.9% | +6.6% | +17.3% |
| 6M | +12.2% | +25.0% | -12.8% | +10.6% |
| YTD | -3.8% | +8.7% | -12.5% | -5.3% |
| 1Y | +8.9% | +44.7% | -35.8% | +5.1% |
| All | +8.9% | +45.3% | -36.3% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling