+90.3%
FOXA vs DG
+18.3%
+72.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.2% |
| 7D | -0.6% | -2.5% | +1.8% | -0.3% |
| 30D | +2.3% | +1.0% | +1.3% | +2.1% |
| 3M | -2.8% | +20.3% | -23.2% | -5.1% |
| 6M | +9.6% | -11.7% | +21.3% | +10.9% |
| YTD | -9.9% | -2.3% | -7.6% | -10.2% |
| 1Y | +5.4% | +20.0% | -14.6% | +1.9% |
| 3Y | +115.3% | +7.2% | +108.0% | +106.4% |
| 5Y | +93.1% | -37.9% | +131.0% | +107.4% |
| All | +90.3% | +18.3% | +72.0% | +77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling