+92.4%
FOXA vs DGX
+218.1%
-125.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.6% |
| 7D | +0.8% | -0.9% | +1.7% | +1.1% |
| 30D | +5.0% | -1.2% | +6.2% | +5.4% |
| 3M | -3.0% | +15.8% | -18.8% | -7.9% |
| 6M | +14.8% | +18.2% | -3.4% | +8.1% |
| YTD | -8.9% | +37.2% | -46.1% | -18.8% |
| 1Y | +13.3% | +30.4% | -17.0% | +2.6% |
| 3Y | +115.4% | +96.7% | +18.7% | +65.2% |
| 5Y | +95.3% | +67.2% | +28.1% | +56.3% |
| All | +92.4% | +218.1% | -125.8% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling