+93.0%
FOXA vs DG
-39.4%
+132.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.3% | +2.2% |
| 7D | -3.7% | -6.3% | +2.6% | -3.2% |
| 30D | +5.4% | +2.4% | +2.9% | +5.1% |
| 3M | -3.7% | +12.4% | -16.1% | -4.7% |
| 6M | +12.6% | -14.9% | +27.5% | +13.8% |
| YTD | -10.0% | -6.1% | -3.9% | -9.9% |
| 1Y | +15.0% | +17.9% | -2.8% | +12.5% |
| 3Y | +115.1% | +3.1% | +112.0% | +110.2% |
| 5Y | +93.0% | -38.7% | +131.7% | +108.9% |
| All | +93.0% | -39.4% | +132.4% | +108.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling