+13.3%
FOXA vs DG
+19.2%
-5.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.1% |
| 7D | +0.8% | -6.5% | +7.3% | +1.1% |
| 30D | +5.0% | +4.2% | +0.9% | +4.7% |
| 3M | -3.0% | +9.5% | -12.5% | -3.4% |
| 6M | +14.8% | -13.1% | +27.9% | +15.2% |
| YTD | -8.9% | -4.8% | -4.1% | -9.4% |
| 1Y | +13.3% | +20.6% | -7.3% | +10.5% |
| All | +13.3% | +19.2% | -5.8% | +10.5% |
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