+115.4%
FOXA vs DG
+4.6%
+110.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.1% |
| 7D | +0.8% | -6.5% | +7.3% | +1.0% |
| 30D | +5.0% | +4.2% | +0.9% | +4.9% |
| 3M | -3.0% | +9.5% | -12.5% | -3.3% |
| 6M | +14.8% | -13.1% | +27.9% | +15.0% |
| YTD | -8.9% | -4.8% | -4.1% | -9.0% |
| 1Y | +13.3% | +20.6% | -7.3% | +12.4% |
| 3Y | +115.4% | +4.9% | +110.5% | +100.4% |
| All | +115.4% | +4.6% | +110.8% | +100.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling